+636.7%
DELL vs LQD
+14.2%
+622.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -4.5% |
| 7D | -1.9% | -1.1% | -0.8% | -0.9% |
| 30D | +14.9% | -1.1% | +16.0% | +16.2% |
| 3M | +37.2% | -2.3% | +39.6% | +40.1% |
| 6M | +254.0% | -2.9% | +256.9% | +263.3% |
| YTD | +306.1% | -2.3% | +308.5% | +315.2% |
| 1Y | +312.3% | -2.2% | +314.5% | +321.4% |
| All | +636.7% | +14.2% | +622.5% | +600.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling