-3.6%
LQD vs NU
+33.3%
-36.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | 0.0% | -2.6% | +2.6% | 0.0% |
| 30D | -0.2% | +8.2% | -8.4% | -0.4% |
| 3M | -1.7% | +26.3% | -27.9% | -2.4% |
| 6M | -2.7% | +2.2% | -4.9% | -2.9% |
| YTD | -1.4% | -10.4% | +9.0% | -1.3% |
| 1Y | -1.0% | -3.0% | +2.0% | -1.1% |
| 3Y | +15.1% | +120.3% | -105.2% | +11.6% |
| All | -3.6% | +33.3% | -36.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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