+189.5%
LQD vs VRSN
+5,275.7%
-5,086.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.2% |
| 7D | 0.0% | -1.0% | +1.0% | 0.0% |
| 30D | -0.2% | -1.9% | +1.7% | -0.2% |
| 3M | -1.7% | +1.4% | -3.1% | -1.7% |
| 6M | -2.7% | +19.0% | -21.7% | -3.0% |
| YTD | -1.4% | +19.2% | -20.6% | -1.8% |
| 1Y | -1.0% | +1.7% | -2.7% | -1.1% |
| 3Y | +15.1% | +41.4% | -26.4% | +14.1% |
| 5Y | -5.2% | +31.7% | -36.8% | -6.0% |
| 10Y | +23.3% | +290.3% | -266.9% | +21.8% |
| All | +189.5% | +5,275.7% | -5,086.3% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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