-5.8%
LQD vs VRSN
+32.1%
-37.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -1.1% | -1.5% | +0.5% | -0.9% |
| 30D | -1.1% | +0.7% | -1.8% | -1.2% |
| 3M | -2.3% | +0.6% | -2.9% | -2.5% |
| 6M | -2.9% | +21.7% | -24.6% | -5.1% |
| YTD | -2.3% | +20.0% | -22.3% | -4.5% |
| 1Y | -2.2% | +3.2% | -5.3% | -2.7% |
| 3Y | +14.0% | +42.4% | -28.4% | +8.0% |
| 5Y | -5.8% | +33.0% | -38.7% | -11.3% |
| All | -5.8% | +32.1% | -37.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 5y: compounded portfolio wealth divided by compounded VRSN 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…
5y analysis · Full analysis span regression · 6 months rolling