+14,219.6%
ASML vs LQD
+190.1%
+14,029.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | +2.2% | -0.8% | +3.0% | +2.6% |
| 3M | -2.3% | -1.9% | -0.4% | -1.2% |
| 6M | +23.0% | -2.7% | +25.6% | +25.1% |
| YTD | +61.1% | -1.3% | +62.3% | +62.6% |
| 1Y | +129.1% | 0.0% | +129.1% | +129.9% |
| 3Y | +165.4% | +14.9% | +150.5% | +148.4% |
| 5Y | +109.5% | -4.6% | +114.0% | +109.3% |
| 10Y | +1,645.7% | +22.0% | +1,623.7% | +1,573.7% |
| All | +14,219.6% | +190.1% | +14,029.5% | +43,252.9% |
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