+189.9%
LQD vs NSC
+2,591.7%
-2,401.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.2% | -1.5% | +1.8% | +0.3% |
| 30D | -0.6% | -1.9% | +1.3% | -0.6% |
| 3M | -1.2% | +6.2% | -7.4% | -1.3% |
| 6M | -1.9% | +9.2% | -11.1% | -2.1% |
| YTD | -1.3% | +15.0% | -16.3% | -1.5% |
| 1Y | -1.0% | +21.1% | -22.1% | -1.3% |
| 3Y | +15.2% | +78.6% | -63.4% | +14.1% |
| 5Y | -4.4% | +45.9% | -50.3% | -5.2% |
| 10Y | +22.6% | +326.9% | -304.3% | +21.4% |
| All | +189.9% | +2,591.7% | -2,401.7% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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