+15.7%
LQD vs AXP
+110.9%
-95.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -0.4% | -2.1% | +1.7% | -0.3% |
| 30D | -0.8% | -6.5% | +5.8% | -0.4% |
| 3M | -1.9% | +4.6% | -6.6% | -2.2% |
| 6M | -2.7% | +5.4% | -8.1% | -3.0% |
| YTD | -1.3% | -11.1% | +9.9% | -0.9% |
| 1Y | 0.0% | -0.3% | +0.3% | -0.2% |
| All | +15.7% | +110.9% | -95.2% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling