+189.9%
LQD vs VMC
+767.6%
-577.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.2% | -0.5% | +0.8% | +0.3% |
| 30D | -0.6% | -9.1% | +8.5% | -0.4% |
| 3M | -1.2% | -4.1% | +2.9% | -1.1% |
| 6M | -1.9% | -5.5% | +3.6% | -1.9% |
| YTD | -1.3% | -8.9% | +7.7% | -1.1% |
| 1Y | -1.0% | -12.9% | +11.9% | -0.8% |
| 3Y | +15.2% | +22.1% | -6.9% | +14.7% |
| 5Y | -4.4% | +52.7% | -57.1% | -5.3% |
| 10Y | +22.6% | +152.7% | -130.1% | +20.7% |
| All | +189.9% | +767.6% | -577.6% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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