+84.2%
JNJ vs LQD
-6.0%
+90.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | -1.1% | -2.4% | -3.2% |
| 30D | +2.3% | -1.3% | +3.6% | +2.7% |
| 3M | +12.0% | -3.2% | +15.2% | +13.1% |
| 6M | +10.5% | -2.1% | +12.6% | +11.2% |
| YTD | +30.4% | -2.4% | +32.7% | +31.4% |
| 1Y | +52.1% | -2.7% | +54.8% | +53.4% |
| 3Y | +77.8% | +14.2% | +63.6% | +71.8% |
| All | +84.2% | -6.0% | +90.2% | +71.5% |
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 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