+76.0%
AMZN vs LQD
+14.2%
+61.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | -2.7% | -1.1% | -1.6% | -2.0% |
| 30D | -7.5% | -1.1% | -6.4% | -6.7% |
| 3M | +5.8% | -2.3% | +8.2% | +7.6% |
| 6M | +17.5% | -2.9% | +20.4% | +19.9% |
| YTD | +9.1% | -2.3% | +11.4% | +11.0% |
| 1Y | +9.4% | -2.2% | +11.5% | +11.1% |
| All | +76.0% | +14.2% | +61.9% | +57.0% |
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