+1,145.9%
DELL vs LQD
-6.0%
+1,152.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.2% |
| 3M | +45.2% | -3.2% | +48.4% | +48.3% |
| 6M | +286.8% | -2.1% | +288.9% | +293.4% |
| YTD | +354.8% | -2.4% | +357.1% | +362.9% |
| 1Y | +358.3% | -2.7% | +360.9% | +367.4% |
| 3Y | +724.9% | +14.2% | +710.7% | +673.0% |
| All | +1,145.9% | -6.0% | +1,152.0% | +1,014.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling