-5.8%
LQD vs VSH
+64.5%
-70.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -1.1% | +3.1% | -4.2% | -1.2% |
| 30D | -1.1% | -5.7% | +4.6% | -0.9% |
| 3M | -2.3% | -42.5% | +40.1% | -0.3% |
| 6M | -2.9% | +82.7% | -85.6% | -7.1% |
| YTD | -2.3% | +118.2% | -120.5% | -7.6% |
| 1Y | -2.2% | +109.7% | -111.8% | -7.5% |
| 3Y | +14.0% | +35.3% | -21.3% | +10.0% |
| 5Y | -5.8% | +65.6% | -71.4% | -11.5% |
| All | -5.8% | +64.5% | -70.3% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling