+186.9%
LQD vs VTI
+1,265.9%
-1,079.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | -1.1% | -1.9% | +0.8% | -1.0% |
| 3M | -2.3% | +4.5% | -6.9% | -2.7% |
| 6M | -2.9% | +12.6% | -15.5% | -3.7% |
| YTD | -2.3% | +12.0% | -14.3% | -3.1% |
| 1Y | -2.2% | +17.3% | -19.5% | -3.3% |
| 3Y | +14.0% | +75.3% | -61.3% | +9.6% |
| 5Y | -5.8% | +74.0% | -79.8% | -9.7% |
| 10Y | +22.2% | +300.0% | -277.8% | +13.4% |
| All | +186.9% | +1,265.9% | -1,079.0% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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