+880.8%
INTC vs LQD
+189.7%
+691.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +18.0% | 0.0% | +18.0% | +18.0% |
| 30D | +8.9% | -0.2% | +9.1% | +9.0% |
| 3M | -1.6% | -1.7% | +0.1% | -0.7% |
| 6M | +133.1% | -2.7% | +135.8% | +136.4% |
| YTD | +187.9% | -1.4% | +189.3% | +190.5% |
| 1Y | +334.7% | -1.0% | +335.7% | +337.9% |
| 3Y | +184.2% | +15.1% | +169.1% | +170.0% |
| 5Y | +116.0% | -5.2% | +121.2% | +116.0% |
| 10Y | +270.0% | +23.3% | +246.7% | +252.8% |
| All | +880.8% | +189.7% | +691.1% | +1,508.7% |
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 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