+1,315.3%
AMAT vs LQD
+24.9%
+1,290.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.2% | +11.2% |
| 7D | -1.1% | +0.9% | -2.0% | -2.1% |
| 30D | -26.9% | +2.2% | -29.1% | -28.8% |
| 3M | -31.2% | -0.9% | -30.3% | -30.6% |
| 6M | -14.7% | -2.2% | -12.5% | -12.6% |
| YTD | +44.7% | -1.6% | +46.3% | +47.8% |
| 1Y | +62.0% | -1.3% | +63.3% | +65.0% |
| 3Y | +165.0% | +17.4% | +147.5% | +123.5% |
| 5Y | +147.1% | -5.2% | +152.3% | +158.8% |
| 10Y | +1,315.3% | +25.7% | +1,289.6% | +1,233.5% |
| All | +1,315.3% | +24.9% | +1,290.4% | +1,233.5% |
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 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