+102.3%
INTC vs LQD
-5.9%
+108.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -4.6% |
| 7D | +9.4% | -1.1% | +10.5% | +10.8% |
| 30D | +2.7% | -1.1% | +3.8% | +4.0% |
| 3M | -6.3% | -2.3% | -3.9% | -3.6% |
| 6M | +114.5% | -2.9% | +117.3% | +122.4% |
| YTD | +171.9% | -2.3% | +174.2% | +180.5% |
| 1Y | +305.0% | -2.2% | +307.2% | +317.3% |
| 3Y | +168.3% | +14.0% | +154.3% | +139.3% |
| 5Y | +102.3% | -5.8% | +108.1% | +79.1% |
| All | +102.3% | -5.9% | +108.2% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling