+186.8%
LQD vs NOK
+80.2%
+106.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.1% |
| 7D | -1.1% | +11.0% | -12.1% | -1.3% |
| 30D | -1.3% | +7.8% | -9.1% | -1.4% |
| 3M | -3.2% | -21.0% | +17.8% | -2.9% |
| 6M | -2.1% | +40.9% | -43.0% | -2.9% |
| YTD | -2.4% | +72.0% | -74.4% | -3.4% |
| 1Y | -2.7% | +140.9% | -143.6% | -4.3% |
| 3Y | +14.2% | +194.3% | -180.1% | +11.7% |
| 5Y | -5.8% | +112.5% | -118.3% | -7.6% |
| 10Y | +22.2% | +137.7% | -115.5% | +19.0% |
| All | +186.8% | +80.2% | +106.5% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling