-1.9%
LQD vs TTWO
-18.4%
+16.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.4% | +0.6% |
| 7D | +0.4% | +7.0% | -6.6% | +0.3% |
| 30D | +2.6% | +2.7% | -0.1% | +2.5% |
| 3M | -1.7% | -13.0% | +11.3% | -1.6% |
| 6M | -1.9% | -7.2% | +5.3% | -2.0% |
| YTD | -2.2% | -18.4% | +16.2% | -1.8% |
| 1Y | -1.9% | -17.2% | +15.4% | -1.6% |
| All | -1.9% | -18.4% | +16.5% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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