+219.2%
CVX vs LQD
+22.3%
+196.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | +9.8% | -1.3% | +11.1% | +10.3% |
| 3M | +16.2% | -3.2% | +19.4% | +17.5% |
| 6M | +13.6% | -2.1% | +15.7% | +14.3% |
| YTD | +44.4% | -2.4% | +46.7% | +45.3% |
| 1Y | +40.6% | -2.7% | +43.3% | +41.7% |
| 3Y | +48.2% | +14.2% | +34.0% | +39.2% |
| 5Y | +172.3% | -5.8% | +178.1% | +182.5% |
| All | +219.2% | +22.3% | +196.9% | +228.2% |
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