+78.3%
JNJ vs LQD
+14.2%
+64.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -4.3% | -1.1% | -3.3% | -3.9% |
| 30D | +3.0% | -1.1% | +4.2% | +3.5% |
| 3M | +12.2% | -2.3% | +14.6% | +13.4% |
| 6M | +10.5% | -2.9% | +13.4% | +11.9% |
| YTD | +30.8% | -2.3% | +33.1% | +32.1% |
| 1Y | +54.9% | -2.2% | +57.1% | +56.4% |
| All | +78.3% | +14.2% | +64.2% | +71.0% |
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