+1,333.1%
CRWD vs LQD
+12.9%
+1,320.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -7.7% | -0.2% | -7.5% | -7.5% |
| 3M | +28.9% | -1.7% | +30.6% | +31.4% |
| 6M | +91.5% | -2.7% | +94.1% | +97.3% |
| YTD | +77.3% | -1.4% | +78.7% | +80.2% |
| 1Y | +96.3% | -1.0% | +97.3% | +98.5% |
| 3Y | +394.5% | +15.1% | +379.4% | +326.6% |
| 5Y | +213.5% | -5.2% | +218.7% | +222.3% |
| All | +1,333.1% | +12.9% | +1,320.2% | +1,083.1% |
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