-35.1%
TLT vs LQD
-5.9%
-29.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | +0.3% |
| 7D | -1.6% | -1.1% | -0.5% | +0.2% |
| 30D | -1.3% | -1.1% | -0.2% | +0.5% |
| 3M | -3.7% | -2.3% | -1.4% | 0.0% |
| 6M | -6.4% | -2.9% | -3.5% | -1.8% |
| YTD | -4.5% | -2.3% | -2.2% | -0.8% |
| 1Y | -5.9% | -2.2% | -3.7% | -2.4% |
| 3Y | -2.8% | +14.0% | -16.8% | -20.1% |
| 5Y | -35.1% | -5.8% | -29.3% | -24.2% |
| All | -35.1% | -5.9% | -29.1% | -24.2% |
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 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