-6.0%
LQD vs VTV
+80.6%
-86.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | -1.3% | -1.0% | -0.3% | -1.1% |
| 3M | -3.2% | +4.6% | -7.9% | -4.2% |
| 6M | -2.1% | +13.5% | -15.6% | -4.8% |
| YTD | -2.4% | +18.5% | -20.8% | -5.9% |
| 1Y | -2.7% | +22.9% | -25.6% | -7.0% |
| 3Y | +14.2% | +67.8% | -53.7% | +1.4% |
| All | -6.0% | +80.6% | -86.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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