+14.2%
LQD vs NVDL
+625.2%
-611.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | -10.3% | +9.2% | -1.0% |
| 30D | -1.3% | -7.1% | +5.8% | -1.2% |
| 3M | -3.2% | +6.6% | -9.8% | -3.3% |
| 6M | -2.1% | +21.1% | -23.2% | -2.4% |
| YTD | -2.4% | +15.2% | -17.6% | -2.6% |
| 1Y | -2.7% | +18.8% | -21.5% | -3.0% |
| 3Y | +14.2% | +649.9% | -635.7% | +6.0% |
| All | +14.2% | +625.2% | -611.0% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling