-6.0%
LQD vs NOC
+58.2%
-64.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | -1.3% | -9.7% | +8.4% | -1.0% |
| 3M | -3.2% | -5.6% | +2.4% | -3.1% |
| 6M | -2.1% | -28.6% | +26.5% | -1.3% |
| YTD | -2.4% | -7.9% | +5.5% | -2.3% |
| 1Y | -2.7% | -9.5% | +6.9% | -2.5% |
| 3Y | +14.2% | +28.4% | -14.2% | +12.9% |
| All | -6.0% | +58.2% | -64.3% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling