+64.4%
VZ vs LQD
+23.0%
+41.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -1.0% | 0.0% | -0.9% | -0.9% |
| 30D | +5.8% | -0.2% | +6.0% | +5.8% |
| 3M | +10.5% | -1.7% | +12.2% | +11.0% |
| 6M | +1.8% | -2.7% | +4.5% | +2.5% |
| YTD | +28.3% | -1.4% | +29.7% | +28.7% |
| 1Y | +22.0% | -1.0% | +23.0% | +22.2% |
| 3Y | +81.8% | +15.1% | +66.8% | +74.4% |
| 5Y | +25.3% | -5.2% | +30.5% | +24.3% |
| 10Y | +64.4% | +23.3% | +41.1% | +47.4% |
| All | +64.4% | +23.0% | +41.4% | +47.4% |
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 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