+52.5%
V vs LQD
+15.0%
+37.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +1.9% | -0.6% | +2.5% | +2.2% |
| 3M | +15.5% | -1.2% | +16.7% | +16.3% |
| 6M | +16.6% | -1.9% | +18.6% | +17.9% |
| YTD | +5.7% | -1.3% | +7.0% | +6.4% |
| 1Y | +8.6% | -1.0% | +9.6% | +9.0% |
| 3Y | +52.5% | +15.2% | +37.3% | +43.4% |
| All | +52.5% | +15.0% | +37.5% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling