+13,164.2%
GOOG vs LQD
+133.4%
+13,030.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.6% | 0.0% | -1.5% | -1.5% |
| 30D | -7.7% | -0.2% | -7.5% | -7.6% |
| 3M | -9.3% | -1.7% | -7.6% | -8.5% |
| 6M | +7.4% | -2.7% | +10.1% | +9.1% |
| YTD | +4.9% | -1.4% | +6.3% | +5.8% |
| 1Y | +37.2% | -1.0% | +38.2% | +38.2% |
| 3Y | +141.6% | +15.1% | +126.6% | +125.7% |
| 5Y | +128.8% | -5.2% | +133.9% | +130.8% |
| 10Y | +772.7% | +23.3% | +749.4% | +712.6% |
| All | +13,164.2% | +133.4% | +13,030.8% | +8,775.4% |
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