+22.2%
LQD vs NKE
-22.6%
+44.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.1% | -4.2% | +3.1% | -0.9% |
| 30D | -1.3% | -8.2% | +6.9% | -0.9% |
| 3M | -3.2% | -19.1% | +15.9% | -2.2% |
| 6M | -2.1% | -32.6% | +30.5% | -0.2% |
| YTD | -2.4% | -40.7% | +38.4% | +0.2% |
| 1Y | -2.7% | -48.9% | +46.2% | +0.6% |
| 3Y | +14.2% | -59.2% | +73.4% | +18.6% |
| 5Y | -5.8% | -75.3% | +69.5% | -0.7% |
| All | +22.2% | -22.6% | +44.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 10y: compounded portfolio wealth divided by compounded NKE 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…
10y analysis · Full analysis span regression · 6 months rolling