+109.0%
LQD vs VT
+374.2%
-265.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -0.8% | +1.0% | -1.7% | -0.9% |
| 3M | -1.9% | +2.4% | -4.3% | -2.2% |
| 6M | -2.7% | +12.0% | -14.7% | -3.8% |
| YTD | -1.3% | +15.3% | -16.6% | -2.7% |
| 1Y | 0.0% | +22.6% | -22.6% | -2.1% |
| 3Y | +14.9% | +74.7% | -59.8% | +8.7% |
| 5Y | -4.6% | +66.1% | -70.7% | -9.7% |
| 10Y | +22.0% | +225.0% | -203.0% | +9.7% |
| All | +109.0% | +374.2% | -265.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling