+34.6%
LQD vs JD
+46.5%
-11.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.3% |
| 7D | -1.6% | -4.1% | +2.5% | -1.6% |
| 30D | +0.5% | +4.6% | -4.1% | +0.4% |
| 3M | -2.3% | -4.7% | +2.4% | -2.2% |
| 6M | -3.1% | -17.4% | +14.3% | -2.7% |
| YTD | -3.0% | +0.7% | -3.7% | -3.1% |
| 1Y | -2.6% | -5.9% | +3.3% | -2.5% |
| 3Y | +15.2% | +18.9% | -3.7% | +14.2% |
| 5Y | -5.2% | -62.9% | +57.8% | -4.8% |
| 10Y | +24.6% | +32.5% | -7.9% | +24.5% |
| All | +34.6% | +46.5% | -11.9% | +34.1% |
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 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