+189.9%
LQD vs VSH
+187.3%
+2.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.2% | +6.2% | -6.0% | +0.1% |
| 30D | -0.6% | -11.1% | +10.5% | -0.4% |
| 3M | -1.2% | -44.9% | +43.7% | -0.2% |
| 6M | -1.9% | +90.0% | -91.9% | -3.5% |
| YTD | -1.3% | +118.8% | -120.1% | -3.2% |
| 1Y | -1.0% | +109.0% | -110.0% | -2.9% |
| 3Y | +15.2% | +35.6% | -20.4% | +13.5% |
| 5Y | -4.4% | +66.7% | -71.1% | -6.3% |
| 10Y | +22.6% | +167.9% | -145.3% | +19.2% |
| All | +189.9% | +187.3% | +2.6% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VSH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling