+463.3%
GLW vs LQD
+15.0%
+448.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +14.0% | +0.2% | +13.8% | +13.7% |
| 30D | +0.4% | -0.6% | +0.9% | +1.0% |
| 3M | -11.3% | -1.2% | -10.1% | -9.9% |
| 6M | +35.1% | -1.9% | +37.0% | +38.6% |
| YTD | +90.5% | -1.3% | +91.8% | +94.4% |
| 1Y | +132.0% | -1.0% | +133.0% | +136.4% |
| 3Y | +463.3% | +15.2% | +448.1% | +419.3% |
| All | +463.3% | +15.0% | +448.3% | +419.3% |
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