+189.5%
LQD vs JBL
+2,175.9%
-1,986.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | 0.0% | +4.0% | -4.0% | -0.1% |
| 30D | -0.2% | -7.5% | +7.3% | -0.1% |
| 3M | -1.7% | -14.1% | +12.4% | -1.5% |
| 6M | -2.7% | +25.9% | -28.6% | -3.2% |
| YTD | -1.4% | +36.7% | -38.1% | -2.1% |
| 1Y | -1.0% | +49.0% | -50.0% | -1.9% |
| 3Y | +15.1% | +191.8% | -176.7% | +12.4% |
| 5Y | -5.2% | +409.8% | -415.0% | -8.4% |
| 10Y | +23.3% | +1,509.2% | -1,485.9% | +17.2% |
| All | +189.5% | +2,175.9% | -1,986.4% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling