+189.9%
LQD vs NOC
+1,664.2%
-1,474.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.2% | -2.7% | +2.9% | +0.3% |
| 30D | -0.6% | -8.9% | +8.3% | -0.4% |
| 3M | -1.2% | -3.7% | +2.5% | -1.2% |
| 6M | -1.9% | -30.8% | +28.9% | -1.2% |
| YTD | -1.3% | -7.9% | +6.7% | -1.2% |
| 1Y | -1.0% | -9.4% | +8.4% | -0.9% |
| 3Y | +15.2% | +29.0% | -13.7% | +14.4% |
| 5Y | -4.4% | +56.1% | -60.5% | -5.5% |
| 10Y | +22.6% | +186.3% | -163.7% | +20.0% |
| All | +189.9% | +1,664.2% | -1,474.3% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling