-1.4%
LQD vs NVDL
-34.9%
+33.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -18.6% | +18.7% | +0.4% |
| 7D | +0.4% | -28.8% | +29.2% | +0.8% |
| 30D | +2.5% | -44.0% | +46.5% | +3.2% |
| 3M | -1.5% | -35.6% | +34.1% | -1.1% |
| 6M | -2.1% | -25.3% | +23.2% | -2.0% |
| YTD | -2.0% | -23.3% | +21.3% | -2.3% |
| 1Y | -1.4% | -32.5% | +31.1% | -1.8% |
| All | -1.4% | -34.9% | +33.5% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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