-6.0%
LQD vs JBL
+409.3%
-415.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.1% | -0.2% |
| 7D | -1.1% | +2.4% | -3.5% | -1.2% |
| 30D | -1.3% | -13.1% | +11.8% | -0.8% |
| 3M | -3.2% | -15.6% | +12.4% | -2.7% |
| 6M | -2.1% | +24.6% | -26.7% | -3.2% |
| YTD | -2.4% | +39.6% | -42.0% | -4.0% |
| 1Y | -2.7% | +48.6% | -51.3% | -4.6% |
| 3Y | +14.2% | +197.3% | -183.1% | +6.9% |
| All | -6.0% | +409.3% | -415.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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