+145.8%
GOOG vs LQD
+14.1%
+131.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.9% |
| 3M | -5.9% | -3.2% | -2.7% | -3.3% |
| 6M | +8.9% | -2.1% | +11.0% | +11.0% |
| YTD | +7.1% | -2.4% | +9.5% | +9.4% |
| 1Y | +39.7% | -2.7% | +42.4% | +42.9% |
| 3Y | +145.8% | +14.2% | +131.7% | +120.9% |
| All | +145.8% | +14.1% | +131.7% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling