+84.0%
ASML vs LQD
-5.2%
+89.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -1.3% |
| 7D | +10.4% | -1.5% | +11.9% | +12.6% |
| 30D | -12.7% | +0.9% | -13.6% | -13.9% |
| 3M | -17.2% | -1.7% | -15.5% | -15.5% |
| 6M | -1.3% | -2.8% | +1.5% | +2.5% |
| YTD | +40.8% | -2.8% | +43.5% | +46.8% |
| 1Y | +45.2% | -2.8% | +48.0% | +51.5% |
| 3Y | +131.8% | +15.5% | +116.3% | +90.8% |
| 5Y | +84.0% | -4.9% | +89.0% | +76.8% |
| All | +84.0% | -5.2% | +89.2% | +76.8% |
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