-4.9%
LQD vs GE
+417.9%
-422.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | 0.0% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | -0.2% | -11.3% | +11.1% | +0.3% |
| 3M | -1.7% | -1.4% | -0.3% | -1.7% |
| 6M | -2.7% | +1.2% | -3.9% | -2.9% |
| YTD | -1.4% | +5.9% | -7.4% | -1.8% |
| 1Y | -1.0% | +18.4% | -19.4% | -1.9% |
| 3Y | +15.1% | +271.0% | -255.9% | +6.9% |
| All | -4.9% | +417.9% | -422.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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