+1,333.1%
CVX vs LQD
+190.1%
+1,143.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.3% | -0.4% | +3.7% | +3.5% |
| 30D | +12.9% | -0.8% | +13.6% | +13.1% |
| 3M | +11.7% | -1.9% | +13.6% | +12.4% |
| 6M | +14.1% | -2.7% | +16.8% | +15.0% |
| YTD | +40.7% | -1.3% | +42.0% | +41.0% |
| 1Y | +37.5% | 0.0% | +37.5% | +37.2% |
| 3Y | +43.9% | +14.9% | +29.0% | +36.2% |
| 5Y | +161.5% | -4.6% | +166.0% | +164.9% |
| 10Y | +215.1% | +22.0% | +193.1% | +193.0% |
| All | +1,333.1% | +190.1% | +1,143.0% | +1,162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling