+67.4%
LQD vs VXUS
+161.8%
-94.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.6% | +2.1% | -3.8% | -1.8% |
| 30D | +0.5% | -1.1% | +1.7% | +0.6% |
| 3M | -2.3% | -5.6% | +3.3% | -1.8% |
| 6M | -3.1% | -2.3% | -0.8% | -2.9% |
| YTD | -3.0% | +10.4% | -13.3% | -4.0% |
| 1Y | -2.6% | +13.1% | -15.6% | -3.8% |
| 3Y | +15.2% | +68.0% | -52.8% | +9.7% |
| 5Y | -5.2% | +45.8% | -51.0% | -9.3% |
| 10Y | +24.6% | +144.7% | -120.1% | +16.5% |
| All | +67.4% | +161.8% | -94.4% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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