+14.2%
LQD vs VGT
+123.9%
-109.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.3% | -0.4% | -0.8% | -1.3% |
| 3M | -3.2% | +4.4% | -7.6% | -3.6% |
| 6M | -2.1% | +32.1% | -34.2% | -4.4% |
| YTD | -2.4% | +28.8% | -31.1% | -4.4% |
| 1Y | -2.7% | +35.3% | -38.0% | -5.2% |
| 3Y | +14.2% | +124.8% | -110.6% | +1.9% |
| All | +14.2% | +123.9% | -109.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 3y: compounded portfolio wealth divided by compounded VGT 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…
3y analysis · Full analysis span regression · 6 months rolling