+22.2%
LQD vs JCI
+348.5%
-326.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.2% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -1.3% | -4.4% | +3.2% | -1.0% |
| 3M | -3.2% | +1.7% | -4.9% | -3.4% |
| 6M | -2.1% | +8.8% | -10.9% | -2.9% |
| YTD | -2.4% | +22.6% | -25.0% | -4.1% |
| 1Y | -2.7% | +36.2% | -38.9% | -5.3% |
| 3Y | +14.2% | +168.0% | -153.8% | +4.3% |
| 5Y | -5.8% | +113.5% | -119.3% | -13.2% |
| All | +22.2% | +348.5% | -326.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling