-6.0%
LQD vs VSXY
+22.6%
-28.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | -18.7% | +17.4% | -0.9% |
| 3M | -3.2% | -4.0% | +0.8% | -3.2% |
| 6M | -2.1% | +67.5% | -69.6% | -3.7% |
| YTD | -2.4% | +39.7% | -42.0% | -3.6% |
| 1Y | -2.7% | +180.0% | -182.6% | -5.7% |
| 3Y | +14.2% | +337.3% | -323.1% | +7.9% |
| All | -6.0% | +22.6% | -28.7% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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