+108.0%
LQD vs VT
+346.0%
-238.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +0.2% | -2.3% | +2.6% | +0.5% |
| 30D | +2.4% | -5.0% | +7.3% | +2.9% |
| 3M | -0.9% | -4.9% | +4.0% | -0.4% |
| 6M | -2.3% | -1.5% | -0.8% | -2.2% |
| YTD | -1.7% | +8.5% | -10.2% | -2.6% |
| 1Y | -1.6% | +11.4% | -13.0% | -2.7% |
| 3Y | +17.6% | +70.1% | -52.5% | +11.5% |
| 5Y | -5.3% | +53.7% | -59.0% | -9.7% |
| 10Y | +23.3% | +220.0% | -196.6% | +11.3% |
| All | +108.0% | +346.0% | -238.0% | +82.2% |
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