+154.6%
JPM vs LQD
-5.9%
+160.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.3% | -1.1% | -1.3% | -2.0% |
| 30D | -2.3% | -1.1% | -1.2% | -2.0% |
| 3M | +14.9% | -2.3% | +17.2% | +15.8% |
| 6M | +23.6% | -2.9% | +26.5% | +24.9% |
| YTD | +11.3% | -2.3% | +13.6% | +12.2% |
| 1Y | +19.9% | -2.2% | +22.1% | +20.8% |
| 3Y | +162.6% | +14.0% | +148.6% | +149.6% |
| 5Y | +154.6% | -5.8% | +160.4% | +124.5% |
| All | +154.6% | -5.9% | +160.6% | +124.5% |
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