+4,782.6%
DELL vs LQD
+22.2%
+4,760.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +8.7% | 0.0% | +8.8% | +8.8% |
| 30D | +16.9% | -0.2% | +17.1% | +17.1% |
| 3M | +40.4% | -1.7% | +42.1% | +42.2% |
| 6M | +267.1% | -2.7% | +269.8% | +275.0% |
| YTD | +329.1% | -1.4% | +330.5% | +334.5% |
| 1Y | +346.9% | -1.0% | +347.9% | +351.4% |
| 3Y | +696.6% | +15.1% | +681.6% | +625.0% |
| 5Y | +1,106.2% | -5.2% | +1,111.4% | +1,148.7% |
| 10Y | +4,177.7% | +23.3% | +4,154.4% | +3,796.8% |
| All | +4,782.6% | +22.2% | +4,760.4% | +4,396.6% |
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