+851.8%
GLW vs LQD
+22.3%
+829.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +7.8% | -1.1% | +8.9% | +8.6% |
| 30D | -0.4% | -1.3% | +0.8% | +0.3% |
| 3M | -5.6% | -3.2% | -2.4% | -3.6% |
| 6M | +26.7% | -2.1% | +28.9% | +28.9% |
| YTD | +91.0% | -2.4% | +93.4% | +94.6% |
| 1Y | +122.4% | -2.7% | +125.1% | +127.0% |
| 3Y | +471.0% | +14.2% | +456.8% | +436.5% |
| 5Y | +385.6% | -5.8% | +391.5% | +387.5% |
| All | +851.8% | +22.3% | +829.6% | +860.0% |
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 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