+143.3%
DELL vs LQD
-1.7%
+145.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -10.3% |
| 7D | -24.6% | +0.4% | -25.0% | -25.2% |
| 30D | -32.5% | +2.6% | -35.1% | -36.8% |
| 3M | -20.2% | -1.7% | -18.5% | -15.5% |
| 6M | +76.5% | -1.9% | +78.4% | +89.0% |
| YTD | +198.9% | -2.2% | +201.1% | +213.6% |
| 1Y | +143.3% | -1.9% | +145.2% | +152.1% |
| All | +143.3% | -1.7% | +145.0% | +152.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling