+46.6%
ASML vs LQD
-1.4%
+47.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +5.9% |
| 7D | -0.8% | +0.9% | -1.8% | -3.0% |
| 30D | -14.9% | +2.2% | -17.1% | -19.6% |
| 3M | -13.0% | -0.9% | -12.0% | -9.6% |
| 6M | -4.7% | -2.2% | -2.5% | +3.8% |
| YTD | +42.3% | -1.6% | +43.9% | +52.6% |
| All | +46.6% | -1.4% | +47.9% | +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 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