+359.9%
CSCO vs LQD
+22.3%
+337.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | -10.8% | -1.1% | -9.7% | -10.4% |
| 3M | -9.2% | -2.3% | -6.9% | -8.3% |
| 6M | +39.5% | -2.9% | +42.4% | +41.3% |
| YTD | +41.5% | -2.3% | +43.8% | +42.9% |
| 1Y | +61.0% | -2.2% | +63.1% | +62.4% |
| 3Y | +105.2% | +14.0% | +91.2% | +93.4% |
| 5Y | +113.4% | -5.8% | +119.2% | +114.9% |
| All | +359.9% | +22.3% | +337.6% | +342.9% |
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 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