+62.5%
T vs LQD
+25.4%
+37.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.5% | -1.6% | +4.2% | +3.2% |
| 30D | -3.8% | +0.5% | -4.3% | -3.9% |
| 3M | -8.7% | -2.3% | -6.4% | -7.9% |
| 6M | -8.1% | -3.1% | -5.1% | -7.1% |
| YTD | -6.4% | -3.0% | -3.5% | -5.5% |
| 1Y | -9.8% | -2.6% | -7.2% | -9.0% |
| 3Y | +65.5% | +15.2% | +50.3% | +56.5% |
| 5Y | +57.0% | -5.2% | +62.1% | +58.2% |
| All | +62.5% | +25.4% | +37.1% | +52.6% |
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