+1,557.1%
ASML vs LQD
+25.4%
+1,531.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +4.9% | -1.6% | +6.6% | +7.0% |
| 30D | -9.3% | +0.5% | -9.8% | -10.0% |
| 3M | -19.0% | -2.3% | -16.7% | -16.9% |
| 6M | -5.2% | -3.1% | -2.2% | -1.7% |
| YTD | +40.6% | -3.0% | +43.6% | +46.3% |
| 1Y | +47.5% | -2.6% | +50.1% | +52.7% |
| 3Y | +133.9% | +15.2% | +118.7% | +98.6% |
| 5Y | +83.8% | -5.2% | +88.9% | +91.8% |
| All | +1,557.1% | +25.4% | +1,531.7% | +1,388.3% |
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