+125.1%
TLT vs LQD
+185.1%
-60.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | -3.1% | -1.6% | -1.5% | -1.5% |
| 30D | +1.0% | +0.5% | +0.5% | +0.5% |
| 3M | -2.7% | -2.3% | -0.4% | -0.4% |
| 6M | -4.1% | -3.1% | -1.1% | -1.1% |
| YTD | -5.4% | -3.0% | -2.4% | -2.3% |
| 1Y | -7.0% | -2.6% | -4.5% | -4.5% |
| 3Y | +2.8% | +15.2% | -12.3% | -9.1% |
| 5Y | -35.4% | -5.2% | -30.2% | -32.0% |
| 10Y | -13.1% | +24.6% | -37.7% | -26.9% |
| All | +125.1% | +185.1% | -60.0% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling