+780.7%
GOOG vs LQD
+22.3%
+758.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.9% |
| 30D | -2.0% | -1.3% | -0.7% | -1.0% |
| 3M | -5.9% | -3.2% | -2.7% | -3.5% |
| 6M | +8.9% | -2.1% | +11.0% | +10.9% |
| YTD | +7.1% | -2.4% | +9.5% | +9.2% |
| 1Y | +39.7% | -2.7% | +42.4% | +42.8% |
| 3Y | +145.8% | +14.2% | +131.7% | +123.0% |
| 5Y | +138.6% | -5.8% | +144.4% | +142.3% |
| All | +780.7% | +22.3% | +758.4% | +714.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling