+44.6%
GOOG vs LQD
+0.3%
+44.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | -0.4% | -1.7% | -1.4% |
| 30D | -6.8% | -0.8% | -6.1% | -5.4% |
| 3M | -9.1% | -1.9% | -7.2% | -5.6% |
| 6M | +10.7% | -2.7% | +13.4% | +15.9% |
| YTD | +7.1% | -1.3% | +8.3% | +9.7% |
| 1Y | +44.6% | 0.0% | +44.6% | +44.8% |
| All | +44.6% | +0.3% | +44.3% | +44.8% |
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