+4,404.4%
DELL vs LQD
+22.3%
+4,382.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | -1.1% | +9.3% | +9.1% |
| 30D | +17.1% | -1.3% | +18.4% | +18.3% |
| 3M | +45.2% | -3.2% | +48.4% | +48.7% |
| 6M | +286.8% | -2.1% | +288.9% | +294.1% |
| YTD | +354.8% | -2.4% | +357.1% | +363.8% |
| 1Y | +358.3% | -2.7% | +360.9% | +368.6% |
| 3Y | +724.9% | +14.2% | +710.7% | +655.1% |
| 5Y | +1,193.7% | -5.8% | +1,199.5% | +1,246.2% |
| All | +4,404.4% | +22.3% | +4,382.2% | +3,998.2% |
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