+57.0%
T vs LQD
-5.2%
+62.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +1.6% | -1.5% | +3.2% | +2.3% |
| 30D | -2.9% | +0.9% | -3.8% | -3.2% |
| 3M | -7.5% | -1.7% | -5.8% | -6.9% |
| 6M | -9.9% | -2.8% | -7.1% | -9.0% |
| YTD | -6.4% | -2.8% | -3.7% | -5.6% |
| 1Y | -9.4% | -2.8% | -6.6% | -8.5% |
| 3Y | +64.9% | +15.5% | +49.4% | +55.5% |
| 5Y | +57.0% | -4.9% | +61.9% | +41.4% |
| All | +57.0% | -5.2% | +62.1% | +41.4% |
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