+189.5%
LQD vs NEM
+693.9%
-504.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.2% |
| 7D | 0.0% | +3.1% | -3.1% | -0.1% |
| 30D | -0.2% | +10.0% | -10.2% | -0.5% |
| 3M | -1.7% | +30.9% | -32.6% | -2.6% |
| 6M | -2.7% | +10.5% | -13.2% | -3.2% |
| YTD | -1.4% | +29.7% | -31.2% | -2.5% |
| 1Y | -1.0% | +71.1% | -72.1% | -3.0% |
| 3Y | +15.1% | +252.1% | -237.0% | +9.7% |
| 5Y | -5.2% | +157.7% | -162.9% | -9.1% |
| 10Y | +23.3% | +319.4% | -296.0% | +16.4% |
| All | +189.5% | +693.9% | -504.4% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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