+186.8%
LQD vs VTR
+1,776.2%
-1,589.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -1.3% | +1.1% | -2.4% | -1.3% |
| 3M | -3.2% | +7.9% | -11.1% | -3.6% |
| 6M | -2.1% | +6.2% | -8.3% | -2.5% |
| YTD | -2.4% | +17.7% | -20.1% | -3.2% |
| 1Y | -2.7% | +32.9% | -35.6% | -4.1% |
| 3Y | +14.2% | +129.7% | -115.5% | +9.4% |
| 5Y | -5.8% | +89.3% | -95.1% | -9.3% |
| 10Y | +22.2% | +99.1% | -77.0% | +14.3% |
| All | +186.8% | +1,776.2% | -1,589.4% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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