+232.7%
GLW vs LQD
-5.1%
+237.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.1% |
| 7D | +7.7% | -1.6% | +9.4% | +9.3% |
| 30D | -18.8% | +0.5% | -19.4% | -19.4% |
| 3M | -27.7% | -2.3% | -25.4% | -26.3% |
| 6M | -44.4% | -3.1% | -41.4% | -42.8% |
| YTD | +31.3% | -3.0% | +34.3% | +35.3% |
| 1Y | +40.0% | -2.6% | +42.6% | +44.0% |
| 3Y | +339.2% | +15.2% | +324.1% | +302.1% |
| All | +232.7% | -5.1% | +237.8% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling