+128.9%
ASML vs LQD
+16.7%
+112.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.2% |
| 7D | -9.0% | +0.2% | -9.3% | -9.3% |
| 30D | -21.0% | +2.4% | -23.3% | -23.2% |
| 3M | -16.3% | -1.3% | -15.0% | -15.0% |
| 6M | -7.5% | -2.7% | -4.8% | -4.2% |
| YTD | +34.0% | -2.2% | +36.1% | +38.2% |
| 1Y | +39.3% | -2.1% | +41.3% | +43.6% |
| 3Y | +128.9% | +17.1% | +111.8% | +99.3% |
| All | +128.9% | +16.7% | +112.2% | +99.3% |
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 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