+2,770.9%
AVGO vs LQD
+22.3%
+2,748.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +1.1% | -1.1% | +2.2% | +2.1% |
| 30D | -13.0% | -1.3% | -11.7% | -12.1% |
| 3M | -6.0% | -3.2% | -2.8% | -3.3% |
| 6M | +6.4% | -2.1% | +8.5% | +8.6% |
| YTD | +5.0% | -2.4% | +7.3% | +7.3% |
| 1Y | +1.4% | -2.7% | +4.1% | +4.1% |
| 3Y | +336.8% | +14.2% | +322.6% | +295.1% |
| 5Y | +698.2% | -5.8% | +704.0% | +720.8% |
| All | +2,770.9% | +22.3% | +2,748.7% | +2,728.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling