+137.1%
LQD vs VO
+821.9%
-684.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.2% | +0.6% | -0.4% | +0.2% |
| 30D | -0.6% | -1.1% | +0.5% | -0.5% |
| 3M | -1.2% | +4.5% | -5.8% | -1.6% |
| 6M | -1.9% | +11.1% | -13.0% | -2.7% |
| YTD | -1.3% | +13.5% | -14.8% | -2.3% |
| 1Y | -1.0% | +14.5% | -15.5% | -2.1% |
| 3Y | +15.2% | +58.1% | -42.9% | +11.2% |
| 5Y | -4.4% | +43.3% | -47.7% | -7.5% |
| 10Y | +22.6% | +193.2% | -170.6% | +14.3% |
| All | +137.1% | +821.9% | -684.9% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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