+40.6%
GLW vs LQD
-1.7%
+42.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -7.6% |
| 7D | -9.5% | +0.4% | -9.9% | -10.5% |
| 30D | -25.5% | +2.6% | -28.1% | -31.3% |
| 3M | -25.6% | -1.7% | -23.9% | -20.6% |
| 6M | -25.5% | -1.9% | -23.6% | -18.6% |
| YTD | +36.4% | -2.2% | +38.5% | +49.2% |
| 1Y | +40.6% | -1.9% | +42.5% | +52.2% |
| All | +40.6% | -1.7% | +42.3% | +52.2% |
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 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