0.0%
LQD vs NOC
-10.0%
+10.0%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.4% | -5.2% | +4.8% | -0.3% |
| 30D | -0.8% | -7.2% | +6.4% | -0.7% |
| 3M | -1.9% | -5.1% | +3.2% | -1.8% |
| 6M | -2.7% | -31.1% | +28.4% | -2.1% |
| YTD | -1.3% | -8.6% | +7.3% | -1.3% |
| 1Y | 0.0% | -9.7% | +9.7% | -0.1% |
| All | 0.0% | -10.0% | +10.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling