+134.5%
LQD vs VTV
+706.8%
-572.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -1.1% | -2.1% | +1.0% | -0.9% |
| 30D | -1.1% | -1.3% | +0.2% | -1.0% |
| 3M | -2.3% | +5.6% | -8.0% | -2.7% |
| 6M | -2.9% | +12.4% | -15.3% | -3.7% |
| YTD | -2.3% | +17.6% | -20.0% | -3.4% |
| 1Y | -2.2% | +23.5% | -25.7% | -3.6% |
| 3Y | +14.0% | +67.0% | -53.0% | +10.3% |
| 5Y | -5.8% | +80.5% | -86.3% | -9.3% |
| 10Y | +22.2% | +230.6% | -208.4% | +14.4% |
| All | +134.5% | +706.8% | -572.3% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling