+11,812.7%
ASML vs LQD
+188.8%
+11,623.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | +0.2% | -9.3% | -9.2% |
| 30D | -21.0% | +2.4% | -23.3% | -22.0% |
| 3M | -16.3% | -0.9% | -15.4% | -16.0% |
| 6M | -7.5% | -2.3% | -5.2% | -6.3% |
| YTD | +34.0% | -1.7% | +35.7% | +35.6% |
| 1Y | +39.3% | -1.6% | +40.9% | +40.9% |
| 3Y | +128.9% | +17.6% | +111.3% | +111.8% |
| 5Y | +76.1% | -5.3% | +81.4% | +76.4% |
| 10Y | +1,428.4% | +23.3% | +1,405.1% | +1,367.6% |
| All | +11,812.7% | +188.8% | +11,623.9% | +36,031.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling