-6.0%
LQD vs NVT
+419.5%
-425.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.7% | -0.2% |
| 7D | -1.1% | +4.1% | -5.2% | -1.3% |
| 30D | -1.3% | -5.1% | +3.8% | -1.1% |
| 3M | -3.2% | -1.2% | -2.0% | -3.3% |
| 6M | -2.1% | +46.6% | -48.7% | -4.0% |
| YTD | -2.4% | +60.0% | -62.3% | -4.6% |
| 1Y | -2.7% | +70.8% | -73.5% | -5.3% |
| 3Y | +14.2% | +187.5% | -173.4% | +6.8% |
| All | -6.0% | +419.5% | -425.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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