+87.0%
LQD vs VIVK
-100.0%
+187.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -1.1% | -9.5% | +8.4% | -1.1% |
| 30D | -1.1% | -35.1% | +34.0% | -1.1% |
| 3M | -2.3% | -93.4% | +91.0% | -2.3% |
| 6M | -2.9% | -98.0% | +95.1% | -2.9% |
| YTD | -2.3% | -97.9% | +95.5% | -2.3% |
| 1Y | -2.2% | -100.0% | +97.8% | -2.2% |
| 3Y | +14.0% | -100.0% | +114.0% | +14.0% |
| 5Y | -5.8% | -100.0% | +94.2% | -5.7% |
| 10Y | +22.2% | -100.0% | +122.2% | +22.3% |
| All | +87.0% | -100.0% | +187.0% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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