+6,969.2%
GLW vs LQD
+185.1%
+6,784.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | -1.6% | +9.4% | +8.2% |
| 30D | -18.8% | +0.5% | -19.4% | -19.0% |
| 3M | -27.7% | -2.3% | -25.4% | -27.3% |
| 6M | -44.4% | -3.1% | -41.4% | -44.0% |
| YTD | +31.3% | -3.0% | +34.3% | +32.4% |
| 1Y | +40.0% | -2.6% | +42.6% | +41.2% |
| 3Y | +339.2% | +15.2% | +324.1% | +329.6% |
| 5Y | +229.2% | -5.2% | +234.3% | +226.5% |
| 10Y | +528.4% | +24.6% | +503.8% | +528.5% |
| All | +6,969.2% | +185.1% | +6,784.1% | +15,300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling