+68.3%
T vs LQD
-5.9%
+74.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -2.4% | -1.1% | -1.4% | -2.1% |
| 30D | +4.3% | -1.1% | +5.4% | +4.7% |
| 3M | +11.6% | -2.3% | +13.9% | +12.4% |
| 6M | -5.6% | -2.9% | -2.7% | -4.6% |
| YTD | +6.6% | -2.3% | +8.9% | +7.3% |
| 1Y | -8.4% | -2.2% | -6.2% | -7.7% |
| 3Y | +107.8% | +14.0% | +93.8% | +97.8% |
| 5Y | +68.3% | -5.8% | +74.1% | +52.3% |
| All | +68.3% | -5.9% | +74.2% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling