+16.5%
LQD vs NVD
-99.2%
+115.7%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.1% |
| 7D | 0.0% | +0.5% | -0.6% | 0.0% |
| 30D | -0.2% | -9.3% | +9.1% | -0.3% |
| 3M | -1.7% | -22.1% | +20.4% | -1.8% |
| 6M | -2.7% | -45.8% | +43.1% | -3.1% |
| YTD | -1.4% | -46.7% | +45.3% | -1.8% |
| 1Y | -1.0% | -59.5% | +58.5% | -1.5% |
| 3Y | +15.1% | -99.2% | +114.2% | +6.0% |
| All | +16.5% | -99.2% | +115.7% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling