+26.0%
LQD vs AXP
+428.9%
-402.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.5% | -2.9% | +2.3% | -0.3% |
| 30D | +1.7% | +3.7% | -2.0% | +1.5% |
| 3M | -0.7% | -4.9% | +4.2% | -0.4% |
| 6M | -2.2% | +4.1% | -6.3% | -2.5% |
| YTD | -1.9% | -11.7% | +9.8% | -1.3% |
| 1Y | -2.0% | -11.7% | +9.7% | -1.5% |
| 3Y | +16.5% | +116.5% | -100.0% | +10.4% |
| 5Y | -4.2% | +89.5% | -93.7% | -9.1% |
| 10Y | +26.0% | +424.9% | -398.9% | +16.3% |
| All | +26.0% | +428.9% | -402.9% | +16.3% |
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