+480.2%
V vs LQD
+26.7%
+453.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.8% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +9.9% | +1.8% | +8.1% | +8.8% |
| 3M | +17.5% | -0.7% | +18.3% | +18.0% |
| 6M | +33.5% | -2.6% | +36.0% | +35.5% |
| YTD | +21.6% | -2.0% | +23.5% | +22.9% |
| 1Y | +27.6% | -1.7% | +29.3% | +28.8% |
| 3Y | +76.4% | +16.4% | +60.0% | +61.0% |
| 5Y | +103.8% | -4.6% | +108.4% | +106.5% |
| All | +480.2% | +26.7% | +453.5% | +450.5% |
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