-1.4%
LQD vs QQQM
+5.3%
-6.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +0.7% |
| 7D | +0.4% | -9.4% | +9.8% | +1.3% |
| 30D | +2.5% | -14.7% | +17.1% | +4.1% |
| 3M | -1.5% | -9.6% | +8.0% | -0.7% |
| 6M | -2.1% | -4.7% | +2.6% | -2.1% |
| YTD | -2.0% | +5.9% | -7.9% | -3.6% |
| 1Y | -1.4% | +4.5% | -5.9% | -2.9% |
| All | -1.4% | +5.3% | -6.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 1y: compounded portfolio wealth divided by compounded QQQM 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…
1y analysis · Full analysis span regression · 6 months rolling