+186.8%
LQD vs ORLY
+8,663.1%
-8,476.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.1% | -2.4% | +1.3% | -1.1% |
| 30D | -1.3% | -6.8% | +5.5% | -1.2% |
| 3M | -3.2% | -4.8% | +1.5% | -3.2% |
| 6M | -2.1% | -9.1% | +6.9% | -2.0% |
| YTD | -2.4% | -5.9% | +3.6% | -2.3% |
| 1Y | -2.7% | -20.4% | +17.7% | -2.4% |
| 3Y | +14.2% | +36.6% | -22.4% | +13.7% |
| 5Y | -5.8% | +117.3% | -123.1% | -6.7% |
| 10Y | +22.2% | +362.7% | -340.5% | +20.7% |
| All | +186.8% | +8,663.1% | -8,476.4% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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