+51.2%
JNJ vs LQD
-1.7%
+52.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.1% | +3.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | +9.2% | +2.6% | +6.6% | +7.8% |
| 3M | +8.9% | -1.7% | +10.6% | +9.5% |
| 6M | +24.6% | -1.9% | +26.5% | +25.4% |
| YTD | +35.7% | -2.2% | +37.9% | +37.4% |
| 1Y | +51.2% | -1.9% | +53.1% | +52.5% |
| All | +51.2% | -1.7% | +52.9% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling