+85.0%
LQD vs VRSK
+585.1%
-500.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -1.1% | -7.7% | +6.7% | -0.8% |
| 30D | -1.1% | -2.8% | +1.7% | -1.0% |
| 3M | -2.3% | -3.7% | +1.4% | -2.3% |
| 6M | -2.9% | -12.8% | +9.9% | -2.5% |
| YTD | -2.3% | -21.0% | +18.7% | -1.5% |
| 1Y | -2.2% | -32.5% | +30.3% | -0.7% |
| 3Y | +14.0% | -26.5% | +40.5% | +15.2% |
| 5Y | -5.8% | -11.5% | +5.7% | -5.9% |
| 10Y | +22.2% | +125.7% | -103.5% | +22.3% |
| All | +85.0% | +585.1% | -500.1% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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