+590.9%
JPM vs LQD
+22.3%
+568.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.7% | -1.1% | +0.4% | -0.2% |
| 30D | -2.5% | -1.3% | -1.2% | -2.0% |
| 3M | +14.1% | -3.2% | +17.4% | +15.6% |
| 6M | +25.1% | -2.1% | +27.2% | +26.2% |
| YTD | +12.1% | -2.4% | +14.5% | +13.2% |
| 1Y | +18.8% | -2.7% | +21.5% | +20.1% |
| 3Y | +163.4% | +14.2% | +149.2% | +149.2% |
| 5Y | +156.5% | -5.8% | +162.4% | +158.7% |
| All | +590.9% | +22.3% | +568.6% | +702.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling