-4.4%
LQD vs INTU
-40.9%
+36.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.2% |
| 7D | +0.2% | -7.5% | +7.8% | +0.7% |
| 30D | -0.6% | -1.9% | +1.4% | -0.5% |
| 3M | -1.2% | +4.9% | -6.1% | -1.6% |
| 6M | -1.9% | -33.2% | +31.3% | +0.2% |
| YTD | -1.3% | -51.4% | +50.1% | +3.2% |
| 1Y | -1.0% | -52.0% | +51.0% | +3.5% |
| 3Y | +15.2% | -40.7% | +55.9% | +17.2% |
| 5Y | -4.4% | -41.7% | +37.3% | -5.6% |
| All | -4.4% | -40.9% | +36.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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