+189.5%
LQD vs SONY
+205.0%
-15.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | 0.0% | -4.9% | +4.9% | +0.1% |
| 30D | -0.2% | -1.6% | +1.4% | -0.2% |
| 3M | -1.7% | +10.0% | -11.7% | -1.9% |
| 6M | -2.7% | +8.4% | -11.1% | -2.9% |
| YTD | -1.4% | -8.4% | +7.0% | -1.3% |
| 1Y | -1.0% | -18.4% | +17.4% | -0.7% |
| 3Y | +15.1% | +41.0% | -25.9% | +14.0% |
| 5Y | -5.2% | +9.3% | -14.5% | -5.9% |
| 10Y | +23.3% | +281.7% | -258.4% | +21.0% |
| All | +189.5% | +205.0% | -15.5% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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