+147.1%
AMAT vs LQD
-5.1%
+152.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | +11.4% | -1.6% | +13.0% | +13.5% |
| 30D | -17.0% | +0.5% | -17.6% | -17.7% |
| 3M | -30.6% | -2.3% | -28.3% | -28.9% |
| 6M | -14.9% | -3.1% | -11.9% | -11.8% |
| YTD | +44.7% | -3.0% | +47.7% | +50.3% |
| 1Y | +66.9% | -2.6% | +69.4% | +72.7% |
| 3Y | +153.3% | +15.2% | +138.1% | +117.2% |
| All | +147.1% | -5.1% | +152.2% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling