+339.2%
GLW vs LQD
+15.6%
+323.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.0% |
| 7D | +7.7% | -1.6% | +9.4% | +9.9% |
| 30D | -18.8% | +0.5% | -19.4% | -19.6% |
| 3M | -27.7% | -2.3% | -25.4% | -25.7% |
| 6M | -44.4% | -3.1% | -41.4% | -42.1% |
| YTD | +31.3% | -3.0% | +34.3% | +37.0% |
| 1Y | +40.0% | -2.6% | +42.6% | +45.7% |
| 3Y | +339.2% | +15.2% | +324.1% | +323.5% |
| All | +339.2% | +15.6% | +323.7% | +323.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling