-6.0%
LQD vs NVMI
+261.9%
-267.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -1.3% | -8.4% | +7.1% | -1.0% |
| 3M | -3.2% | -33.6% | +30.4% | -2.1% |
| 6M | -2.1% | -14.7% | +12.5% | -2.0% |
| YTD | -2.4% | +13.2% | -15.6% | -3.3% |
| 1Y | -2.7% | +29.0% | -31.7% | -4.2% |
| 3Y | +14.2% | +215.0% | -200.8% | +6.0% |
| All | -6.0% | +261.9% | -267.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling