+394.5%
GLW vs LQD
-4.7%
+399.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +16.9% | 0.0% | +16.9% | +16.9% |
| 30D | +7.0% | -0.2% | +7.2% | +7.1% |
| 3M | -3.0% | -1.7% | -1.3% | -1.4% |
| 6M | +31.0% | -2.7% | +33.7% | +34.4% |
| YTD | +93.4% | -1.4% | +94.8% | +96.7% |
| 1Y | +134.7% | -1.0% | +135.7% | +138.1% |
| 3Y | +471.8% | +15.1% | +456.7% | +424.2% |
| 5Y | +394.5% | -5.2% | +399.6% | +341.6% |
| All | +394.5% | -4.7% | +399.2% | +341.6% |
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