-6.0%
LQD vs LHX
+16.3%
-22.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -1.1% | -4.3% | +3.2% | -0.8% |
| 30D | -1.3% | -15.1% | +13.9% | -0.3% |
| 3M | -3.2% | -21.0% | +17.8% | -1.9% |
| 6M | -2.1% | -32.0% | +29.9% | +0.1% |
| YTD | -2.4% | -15.3% | +13.0% | -1.6% |
| 1Y | -2.7% | -11.1% | +8.4% | -2.3% |
| 3Y | +14.2% | +54.0% | -39.8% | +9.9% |
| All | -6.0% | +16.3% | -22.3% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 5y: compounded portfolio wealth divided by compounded LHX 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…
5y analysis · Full analysis span regression · 6 months rolling