-2.3%
LQD vs JD
-9.5%
+7.1%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -1.5% | -4.0% | +2.5% | -1.5% |
| 30D | +0.9% | +2.7% | -1.8% | +0.8% |
| 3M | -1.7% | -13.0% | +11.3% | -1.6% |
| 6M | -2.8% | -12.7% | +9.9% | -2.5% |
| YTD | -2.8% | -0.8% | -1.9% | -2.9% |
| All | -2.3% | -9.5% | +7.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling