+48.5%
AMZN vs LQD
-6.0%
+54.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -0.7% | -1.1% | +0.4% | +0.5% |
| 30D | -3.9% | -1.3% | -2.6% | -2.6% |
| 3M | +6.3% | -3.2% | +9.5% | +10.2% |
| 6M | +20.8% | -2.1% | +22.9% | +23.9% |
| YTD | +11.2% | -2.4% | +13.6% | +14.3% |
| 1Y | +11.7% | -2.7% | +14.3% | +15.1% |
| 3Y | +79.4% | +14.2% | +65.2% | +51.3% |
| All | +48.5% | -6.0% | +54.6% | +35.9% |
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