+162.3%
JPM vs LQD
+15.2%
+147.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | +13.9% | -1.7% | +15.6% | +14.5% |
| 6M | +23.5% | -2.7% | +26.2% | +24.2% |
| YTD | +11.6% | -1.4% | +13.1% | +12.0% |
| 1Y | +21.4% | -1.0% | +22.4% | +21.7% |
| All | +162.3% | +15.2% | +147.1% | +151.6% |
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