+108.6%
ASML vs LQD
-4.2%
+112.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.7% |
| 30D | +2.2% | -0.8% | +3.0% | +3.2% |
| 3M | -2.3% | -1.9% | -0.4% | +0.4% |
| 6M | +23.0% | -2.7% | +25.6% | +28.1% |
| YTD | +61.1% | -1.3% | +62.3% | +64.9% |
| 1Y | +129.1% | 0.0% | +129.1% | +130.9% |
| 3Y | +165.4% | +14.9% | +150.5% | +120.2% |
| All | +108.6% | -4.2% | +112.8% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling