-4.4%
LQD vs NDAQ
+66.7%
-71.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | +0.5% | +18.0% | -17.4% | -1.0% |
| 3M | -2.3% | +11.5% | -13.8% | -3.4% |
| 6M | -3.1% | +21.1% | -24.1% | -4.9% |
| YTD | -3.0% | +12.8% | -15.8% | -4.3% |
| 1Y | -2.6% | +25.7% | -28.3% | -5.0% |
| 3Y | +15.2% | +116.8% | -101.6% | +4.5% |
| All | -4.4% | +66.7% | -71.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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