-1.9%
LQD vs NRG
-50.8%
+48.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.5% | +14.3% | +1.1% |
| 7D | +0.4% | -13.7% | +14.1% | +0.7% |
| 30D | +2.6% | -13.6% | +16.2% | +2.9% |
| 3M | -1.7% | -28.5% | +26.8% | -0.9% |
| 6M | -1.9% | -45.8% | +43.8% | -0.5% |
| YTD | -2.2% | -46.9% | +44.8% | -0.8% |
| 1Y | -1.9% | -49.7% | +47.8% | -0.4% |
| All | -1.9% | -50.8% | +48.9% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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