+137.1%
LQD vs VUG
+1,246.8%
-1,109.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | +0.9% | -0.6% | +0.2% |
| 30D | -0.6% | -1.4% | +0.8% | -0.5% |
| 3M | -1.2% | +2.3% | -3.5% | -1.4% |
| 6M | -1.9% | +15.7% | -17.6% | -3.2% |
| YTD | -1.3% | +8.6% | -9.9% | -2.0% |
| 1Y | -1.0% | +14.1% | -15.1% | -2.2% |
| 3Y | +15.2% | +87.9% | -72.7% | +9.1% |
| 5Y | -4.4% | +76.3% | -80.7% | -9.8% |
| 10Y | +22.6% | +409.7% | -387.1% | +9.6% |
| All | +137.1% | +1,246.8% | -1,109.7% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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