-6.0%
LQD vs NOK
+112.2%
-118.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.3% |
| 7D | -1.1% | +11.0% | -12.1% | -1.6% |
| 30D | -1.3% | +7.8% | -9.1% | -1.7% |
| 3M | -3.2% | -21.0% | +17.8% | -2.3% |
| 6M | -2.1% | +40.9% | -43.0% | -4.9% |
| YTD | -2.4% | +72.0% | -74.4% | -6.4% |
| 1Y | -2.7% | +140.9% | -143.6% | -9.3% |
| 3Y | +14.2% | +194.3% | -180.1% | +3.7% |
| All | -6.0% | +112.2% | -118.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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