+2,686.4%
JPM vs LQD
+190.1%
+2,496.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | +0.2% | -0.7% | -0.5% |
| 30D | -1.1% | -0.6% | -0.5% | -1.0% |
| 3M | +14.1% | -1.2% | +15.3% | +14.4% |
| 6M | +23.3% | -1.9% | +25.2% | +23.8% |
| YTD | +11.3% | -1.3% | +12.5% | +11.6% |
| 1Y | +23.0% | -1.0% | +24.0% | +23.3% |
| 3Y | +162.6% | +15.2% | +147.3% | +155.4% |
| 5Y | +152.8% | -4.4% | +157.2% | +151.7% |
| 10Y | +583.6% | +22.6% | +561.0% | +569.3% |
| All | +2,686.4% | +190.1% | +2,496.3% | +3,559.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling