+11,243.3%
ASML vs LQD
+187.9%
+11,055.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.4% |
| 7D | -19.0% | +0.4% | -19.5% | -19.2% |
| 30D | -25.9% | +2.5% | -28.4% | -27.0% |
| 3M | -19.1% | -1.5% | -17.5% | -18.4% |
| 6M | -5.7% | -2.1% | -3.6% | -4.6% |
| YTD | +27.6% | -2.0% | +29.6% | +29.3% |
| 1Y | +30.8% | -1.4% | +32.2% | +32.1% |
| 3Y | +116.2% | +16.6% | +99.6% | +100.9% |
| 5Y | +67.7% | -5.6% | +73.2% | +68.2% |
| 10Y | +1,355.3% | +22.9% | +1,332.4% | +1,299.8% |
| All | +11,243.3% | +187.9% | +11,055.4% | +34,363.5% |
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