+77.9%
V vs LQD
+16.4%
+61.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | +9.5% | +1.3% | +8.2% | +8.7% |
| 3M | +17.5% | -1.1% | +18.6% | +18.2% |
| 6M | +32.2% | -2.6% | +34.8% | +34.1% |
| YTD | +22.3% | -2.3% | +24.6% | +23.7% |
| 1Y | +26.8% | -2.4% | +29.2% | +28.4% |
| All | +77.9% | +16.4% | +61.5% | +68.5% |
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 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