+4,688.6%
LLY vs LQD
+187.0%
+4,501.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | +21.5% | +1.4% | +20.0% | +20.9% |
| 3M | +16.4% | -1.1% | +17.6% | +16.9% |
| 6M | +51.5% | -2.9% | +54.4% | +52.9% |
| YTD | +33.9% | -2.3% | +36.3% | +34.9% |
| 1Y | +49.1% | -2.1% | +51.2% | +50.1% |
| 3Y | +144.6% | +15.9% | +128.7% | +134.6% |
| 5Y | +466.3% | -4.9% | +471.3% | +470.8% |
| 10Y | +2,024.1% | +24.8% | +1,999.3% | +1,903.1% |
| All | +4,688.6% | +187.0% | +4,501.6% | +5,207.4% |
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