+311.2%
SPY vs LQD
+22.3%
+288.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -2.0% | -1.1% | -0.9% | -1.3% |
| 30D | -1.7% | -1.1% | -0.5% | -0.9% |
| 3M | +4.7% | -2.3% | +7.1% | +6.4% |
| 6M | +12.5% | -2.9% | +15.4% | +14.7% |
| YTD | +11.7% | -2.3% | +14.0% | +13.5% |
| 1Y | +17.5% | -2.2% | +19.7% | +19.2% |
| 3Y | +76.6% | +14.0% | +62.5% | +62.7% |
| 5Y | +82.0% | -5.8% | +87.8% | +85.1% |
| All | +311.2% | +22.3% | +288.9% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 10y: compounded portfolio wealth divided by compounded LQD 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…
10y analysis · Full analysis span regression · 6 months rolling