+46.5%
LQD vs NWSA
+122.3%
-75.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | 0.0% | -3.1% | +3.0% | +0.1% |
| 30D | -0.2% | +4.3% | -4.5% | -0.4% |
| 3M | -1.7% | +9.2% | -10.9% | -2.0% |
| 6M | -2.7% | +21.6% | -24.3% | -3.5% |
| YTD | -1.4% | +14.2% | -15.6% | -2.0% |
| 1Y | -1.0% | +1.8% | -2.7% | -1.2% |
| 3Y | +15.1% | +44.4% | -29.4% | +13.2% |
| 5Y | -5.2% | +41.0% | -46.1% | -7.1% |
| 10Y | +23.3% | +150.0% | -126.7% | +18.7% |
| All | +46.5% | +122.3% | -75.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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