+2,926.4%
V vs LQD
+107.2%
+2,819.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | +2.0% | -0.8% | +2.7% | +2.3% |
| 3M | +17.4% | -1.9% | +19.3% | +18.3% |
| 6M | +17.5% | -2.7% | +20.2% | +18.8% |
| YTD | +7.6% | -1.3% | +8.9% | +8.1% |
| 1Y | +7.7% | 0.0% | +7.7% | +7.7% |
| 3Y | +54.7% | +14.9% | +39.8% | +45.7% |
| 5Y | +73.0% | -4.6% | +77.6% | +74.2% |
| 10Y | +390.9% | +22.0% | +368.9% | +361.2% |
| All | +2,926.4% | +107.2% | +2,819.3% | +2,067.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling