+186.9%
LQD vs AXTI
+684.2%
-497.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | -0.9% |
| 7D | -1.1% | +15.1% | -16.2% | -1.1% |
| 30D | -1.1% | -12.3% | +11.2% | -1.1% |
| 3M | -2.3% | -24.1% | +21.8% | -2.4% |
| 6M | -2.9% | +46.0% | -48.9% | -3.3% |
| YTD | -2.3% | +295.7% | -298.0% | -3.3% |
| 1Y | -2.2% | +1,825.6% | -1,827.8% | -4.0% |
| 3Y | +14.0% | +2,630.0% | -2,615.9% | +11.2% |
| 5Y | -5.8% | +601.0% | -606.7% | -7.7% |
| 10Y | +22.2% | +1,459.0% | -1,436.8% | +19.4% |
| All | +186.9% | +684.2% | -497.4% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling