+189.9%
LQD vs JCI
+1,062.9%
-872.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +0.2% | +5.1% | -4.9% | +0.1% |
| 30D | -0.6% | -3.8% | +3.2% | -0.5% |
| 3M | -1.2% | +1.9% | -3.1% | -1.3% |
| 6M | -1.9% | +11.2% | -13.1% | -2.3% |
| YTD | -1.3% | +22.9% | -24.2% | -2.0% |
| 1Y | -1.0% | +37.4% | -38.4% | -2.1% |
| 3Y | +15.2% | +167.8% | -152.6% | +11.3% |
| 5Y | -4.4% | +115.0% | -119.5% | -7.4% |
| 10Y | +22.6% | +325.3% | -302.7% | +16.2% |
| All | +189.9% | +1,062.9% | -872.9% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling