+3,742.7%
LLY vs LQD
+190.1%
+3,552.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -1.6% | -0.8% | -0.8% | -1.4% |
| 3M | +2.3% | -1.9% | +4.2% | +2.9% |
| 6M | +14.9% | -2.7% | +17.5% | +15.9% |
| YTD | +7.5% | -1.3% | +8.7% | +7.9% |
| 1Y | +55.7% | 0.0% | +55.7% | +55.7% |
| 3Y | +110.6% | +14.9% | +95.7% | +102.4% |
| 5Y | +363.4% | -4.6% | +368.0% | +366.2% |
| 10Y | +1,649.0% | +22.0% | +1,627.0% | +1,556.2% |
| All | +3,742.7% | +190.1% | +3,552.5% | +4,144.1% |
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