+476.5%
V vs LQD
+25.7%
+450.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.7% |
| 7D | -0.4% | -1.5% | +1.2% | +0.6% |
| 30D | +6.3% | +0.9% | +5.4% | +5.8% |
| 3M | +17.2% | -1.7% | +18.8% | +18.3% |
| 6M | +29.2% | -2.8% | +32.0% | +31.4% |
| YTD | +20.8% | -2.8% | +23.5% | +22.7% |
| 1Y | +25.0% | -2.8% | +27.8% | +27.0% |
| 3Y | +75.3% | +15.5% | +59.8% | +60.8% |
| 5Y | +105.8% | -4.9% | +110.8% | +109.1% |
| All | +476.5% | +25.7% | +450.9% | +449.6% |
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