+37.0%
LQD vs JD
+48.3%
-11.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -0.4% | -1.7% | +1.3% | -0.4% |
| 30D | -0.8% | -13.2% | +12.4% | -0.5% |
| 3M | -1.9% | -3.2% | +1.3% | -1.9% |
| 6M | -2.7% | +15.2% | -17.9% | -3.0% |
| YTD | -1.3% | +2.0% | -3.2% | -1.4% |
| 1Y | 0.0% | -5.4% | +5.4% | 0.0% |
| 3Y | +14.9% | -9.1% | +24.0% | +14.5% |
| 5Y | -4.6% | -59.6% | +55.0% | -4.3% |
| 10Y | +22.0% | +26.2% | -4.2% | +21.8% |
| All | +37.0% | +48.3% | -11.3% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling