+119.6%
GLW vs LQD
-2.1%
+121.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -0.4% |
| 7D | +11.7% | -1.1% | +12.8% | +15.5% |
| 30D | +2.7% | -1.1% | +3.8% | +5.8% |
| 3M | -2.8% | -2.3% | -0.5% | +5.4% |
| 6M | +20.2% | -2.9% | +23.1% | +32.5% |
| YTD | +87.3% | -2.3% | +89.6% | +103.6% |
| 1Y | +119.6% | -2.2% | +121.8% | +138.4% |
| All | +119.6% | -2.1% | +121.7% | +138.4% |
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