-5.8%
LQD vs TECH
-42.4%
+36.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | -2.3% | +37.4% | -39.8% | -4.5% |
| 6M | -2.9% | +36.9% | -39.8% | -5.4% |
| YTD | -2.3% | +23.1% | -25.4% | -4.2% |
| 1Y | -2.2% | +42.2% | -44.4% | -5.3% |
| 3Y | +14.0% | +1.9% | +12.1% | +11.9% |
| 5Y | -5.8% | -42.9% | +37.2% | -4.7% |
| All | -5.8% | -42.4% | +36.6% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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