+126.8%
LQD vs VNQ
+386.3%
-259.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -1.3% | -2.6% | +1.3% | -1.1% |
| 3M | -3.2% | -2.0% | -1.2% | -3.1% |
| 6M | -2.1% | +4.3% | -6.5% | -2.4% |
| YTD | -2.4% | +9.2% | -11.6% | -2.8% |
| 1Y | -2.7% | +5.6% | -8.3% | -3.0% |
| 3Y | +14.2% | +30.8% | -16.7% | +12.5% |
| 5Y | -5.8% | +8.0% | -13.8% | -6.6% |
| 10Y | +22.2% | +63.7% | -41.5% | +19.1% |
| All | +126.8% | +386.3% | -259.4% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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