+374.9%
V vs LQD
+22.3%
+352.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -3.0% | -1.1% | -2.0% | -2.4% |
| 30D | +1.2% | -1.1% | +2.3% | +1.9% |
| 3M | +13.9% | -2.3% | +16.3% | +15.5% |
| 6M | +17.2% | -2.9% | +20.1% | +19.2% |
| YTD | +5.3% | -2.3% | +7.6% | +6.7% |
| 1Y | +9.5% | -2.2% | +11.7% | +10.8% |
| 3Y | +51.9% | +14.0% | +37.9% | +40.4% |
| 5Y | +69.6% | -5.8% | +75.3% | +73.0% |
| All | +374.9% | +22.3% | +352.6% | +347.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling