+22.6%
LQD vs AXP
+465.7%
-443.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.2% | +0.6% | -0.3% | +0.2% |
| 30D | -0.6% | -4.3% | +3.8% | -0.3% |
| 3M | -1.2% | +4.7% | -5.9% | -1.5% |
| 6M | -1.9% | +9.0% | -10.9% | -2.5% |
| YTD | -1.3% | -11.1% | +9.9% | -0.7% |
| 1Y | -1.0% | +1.3% | -2.3% | -1.3% |
| 3Y | +15.2% | +114.5% | -99.2% | +9.3% |
| 5Y | -4.4% | +118.0% | -122.5% | -10.0% |
| 10Y | +22.6% | +464.9% | -442.3% | +12.0% |
| All | +22.6% | +465.7% | -443.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling