-6.0%
LQD vs AXTI
+614.9%
-620.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.1% | +5.1% | -6.2% | -1.1% |
| 30D | -1.3% | -17.5% | +16.2% | -1.2% |
| 3M | -3.2% | -26.7% | +23.5% | -3.2% |
| 6M | -2.1% | +36.8% | -38.9% | -3.1% |
| YTD | -2.4% | +296.1% | -298.5% | -4.7% |
| 1Y | -2.7% | +1,810.6% | -1,813.3% | -7.2% |
| 3Y | +14.2% | +2,587.6% | -2,573.4% | +6.0% |
| All | -6.0% | +614.9% | -620.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 5y: compounded portfolio wealth divided by compounded AXTI 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…
5y analysis · Full analysis span regression · 6 months rolling