+140.0%
ASML vs LQD
+16.9%
+123.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +2.5% | -0.5% | +3.1% | +3.1% |
| 30D | -12.2% | +1.7% | -14.0% | -14.1% |
| 3M | -14.6% | -0.7% | -13.9% | -14.0% |
| 6M | -1.7% | -2.2% | +0.5% | +1.1% |
| YTD | +44.3% | -1.9% | +46.2% | +48.4% |
| 1Y | +51.0% | -2.0% | +53.0% | +55.5% |
| All | +140.0% | +16.9% | +123.1% | +112.2% |
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