+45.9%
CSCO vs LQD
-1.7%
+47.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -6.1% | +0.4% | -6.5% | -6.1% |
| 30D | -8.2% | +2.6% | -10.8% | -8.6% |
| 3M | -14.6% | -1.7% | -12.9% | -13.8% |
| 6M | +12.7% | -1.9% | +14.6% | +14.1% |
| YTD | +37.0% | -2.2% | +39.2% | +37.3% |
| 1Y | +45.9% | -1.9% | +47.8% | +47.6% |
| All | +45.9% | -1.7% | +47.6% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling