+3.6%
GOOG vs LQD
-1.7%
+5.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +2.0% |
| 7D | -10.7% | +0.4% | -11.2% | -11.4% |
| 30D | -16.4% | +2.6% | -19.1% | -20.5% |
| 3M | -23.4% | -1.7% | -21.7% | -20.2% |
| 6M | -24.2% | -1.9% | -22.3% | -20.6% |
| YTD | -8.3% | -2.2% | -6.1% | -4.0% |
| 1Y | +3.6% | -1.9% | +5.5% | +7.3% |
| All | +3.6% | -1.7% | +5.3% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling