+46.1%
ASML vs LQD
-1.7%
+47.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.3% | -5.2% |
| 7D | -10.0% | +0.4% | -10.4% | -10.8% |
| 30D | -19.4% | +2.6% | -22.1% | -24.8% |
| 3M | -12.5% | -1.7% | -10.8% | -7.1% |
| 6M | +8.2% | -1.9% | +10.2% | +16.5% |
| YTD | +40.7% | -2.2% | +42.9% | +53.2% |
| 1Y | +46.1% | -1.9% | +48.0% | +59.7% |
| All | +46.1% | -1.7% | +47.8% | +59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling