-4.9%
LQD vs NDAQ
+51.9%
-56.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | 0.0% | -1.6% | +1.5% | +0.1% |
| 30D | -0.2% | -1.5% | +1.3% | -0.1% |
| 3M | -1.7% | +8.0% | -9.7% | -2.5% |
| 6M | -2.7% | +7.7% | -10.4% | -3.5% |
| YTD | -1.4% | -2.3% | +0.9% | -1.4% |
| 1Y | -1.0% | +0.6% | -1.6% | -1.3% |
| 3Y | +15.1% | +90.9% | -75.9% | +5.8% |
| All | -4.9% | +51.9% | -56.8% | -11.7% |
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