+14.2%
LQD vs NVD
-99.1%
+113.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.1% | +10.8% | -11.9% | -1.0% |
| 30D | -1.3% | +0.8% | -2.0% | -1.2% |
| 3M | -3.2% | -20.8% | +17.6% | -3.3% |
| 6M | -2.1% | -41.2% | +39.0% | -2.4% |
| YTD | -2.4% | -44.2% | +41.8% | -2.7% |
| 1Y | -2.7% | -54.2% | +51.5% | -3.1% |
| 3Y | +14.2% | -99.1% | +113.3% | +5.4% |
| All | +14.2% | -99.1% | +113.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling