+108.5%
CSCO vs LQD
+15.0%
+93.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +0.2% | -0.8% | -0.6% |
| 30D | -10.1% | -0.6% | -9.5% | -9.9% |
| 3M | -11.7% | -1.2% | -10.5% | -11.3% |
| 6M | +40.1% | -1.9% | +42.0% | +41.1% |
| YTD | +43.8% | -1.3% | +45.1% | +44.4% |
| 1Y | +66.6% | -1.0% | +67.6% | +67.1% |
| 3Y | +108.5% | +15.2% | +93.3% | +101.8% |
| All | +108.5% | +15.0% | +93.5% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling