+128.9%
LQD vs VIG
+617.8%
-488.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.2% | -0.4% | +0.7% | +0.3% |
| 30D | -0.6% | -2.1% | +1.5% | -0.4% |
| 3M | -1.2% | +3.3% | -4.5% | -1.5% |
| 6M | -1.9% | +9.3% | -11.2% | -2.7% |
| YTD | -1.3% | +10.1% | -11.4% | -2.1% |
| 1Y | -1.0% | +14.7% | -15.7% | -2.2% |
| 3Y | +15.2% | +56.9% | -41.7% | +10.9% |
| 5Y | -4.4% | +62.9% | -67.3% | -8.5% |
| 10Y | +22.6% | +241.3% | -218.7% | +13.3% |
| All | +128.9% | +617.8% | -488.9% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling