+189.9%
LQD vs GE
+315.7%
-125.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.2% | +1.2% | -0.9% | +0.2% |
| 30D | -0.6% | -9.5% | +8.9% | -0.4% |
| 3M | -1.2% | +4.1% | -5.3% | -1.3% |
| 6M | -1.9% | +3.9% | -5.9% | -2.1% |
| YTD | -1.3% | +9.0% | -10.3% | -1.5% |
| 1Y | -1.0% | +21.9% | -23.0% | -1.4% |
| 3Y | +15.2% | +281.8% | -266.6% | +12.3% |
| 5Y | -4.4% | +436.7% | -441.1% | -7.6% |
| 10Y | +22.6% | +151.5% | -128.9% | +17.9% |
| All | +189.9% | +315.7% | -125.8% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling