+14.2%
LQD vs VSH
+42.0%
-27.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.2% | -0.3% |
| 7D | -1.1% | +4.8% | -5.9% | -1.3% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | -3.2% | -43.1% | +39.8% | -1.4% |
| 6M | -2.1% | +91.8% | -93.9% | -5.9% |
| YTD | -2.4% | +131.6% | -134.0% | -7.1% |
| 1Y | -2.7% | +118.1% | -120.8% | -7.3% |
| 3Y | +14.2% | +40.9% | -26.7% | +11.7% |
| All | +14.2% | +42.0% | -27.8% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling