+17.6%
LQD vs AXP
+117.6%
-100.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.2% | +0.6% | -0.3% | +0.2% |
| 30D | +2.4% | +5.8% | -3.4% | +2.1% |
| 3M | -0.9% | -6.0% | +5.1% | -0.6% |
| 6M | -2.3% | +0.3% | -2.6% | -2.4% |
| YTD | -1.7% | -12.3% | +10.5% | -1.3% |
| 1Y | -1.6% | -11.2% | +9.6% | -1.3% |
| 3Y | +17.6% | +117.0% | -99.4% | +12.0% |
| All | +17.6% | +117.6% | -100.0% | +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 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