+114.8%
CSCO vs LQD
-4.7%
+119.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.7% | -0.2% | -10.5% | -10.7% |
| 3M | -8.7% | -1.7% | -7.1% | -8.0% |
| 6M | +44.9% | -2.7% | +47.6% | +46.8% |
| YTD | +44.1% | -1.4% | +45.6% | +45.1% |
| 1Y | +65.9% | -1.0% | +66.9% | +66.5% |
| 3Y | +109.0% | +15.1% | +94.0% | +93.8% |
| 5Y | +114.8% | -5.2% | +119.9% | +107.5% |
| All | +114.8% | -4.7% | +119.5% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling