+12.6%
LQD vs NXT
+168.4%
-155.8%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -1.1% | -2.6% | +1.5% | -1.0% |
| 30D | -1.1% | -22.4% | +21.3% | -0.6% |
| 3M | -2.3% | -27.3% | +25.0% | -1.8% |
| 6M | -2.9% | -28.5% | +25.6% | -2.4% |
| YTD | -2.3% | -6.6% | +4.3% | -2.5% |
| 1Y | -2.2% | +20.4% | -22.5% | -3.1% |
| 3Y | +14.0% | +90.9% | -76.9% | +10.2% |
| All | +12.6% | +168.4% | -155.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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