+2.8%
TLT vs LQD
+15.6%
-12.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | 0.0% |
| 7D | -3.1% | -1.6% | -1.5% | -0.3% |
| 30D | +1.0% | +0.5% | +0.5% | +0.2% |
| 3M | -2.7% | -2.3% | -0.4% | +1.2% |
| 6M | -4.1% | -3.1% | -1.1% | +1.1% |
| YTD | -5.4% | -3.0% | -2.4% | -0.3% |
| 1Y | -7.0% | -2.6% | -4.5% | -2.8% |
| 3Y | +2.8% | +15.2% | -12.3% | -18.9% |
| All | +2.8% | +15.6% | -12.7% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling