+186.8%
LQD vs NLY
+371.1%
-184.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -1.1% | -4.0% | +2.9% | -0.8% |
| 30D | -1.3% | -5.2% | +4.0% | -0.9% |
| 3M | -3.2% | +2.8% | -6.0% | -3.4% |
| 6M | -2.1% | +4.2% | -6.3% | -2.4% |
| YTD | -2.4% | +4.7% | -7.0% | -2.7% |
| 1Y | -2.7% | +12.7% | -15.4% | -3.5% |
| 3Y | +14.2% | +62.5% | -48.4% | +10.5% |
| 5Y | -5.8% | +26.3% | -32.1% | -8.1% |
| 10Y | +22.2% | +81.0% | -58.8% | +16.0% |
| All | +186.8% | +371.1% | -184.4% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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