+375.1%
META vs LQD
+22.1%
+353.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.0% | +0.2% | +5.8% | +5.8% |
| 30D | +3.6% | -0.6% | +4.2% | +4.2% |
| 3M | +4.9% | -1.2% | +6.1% | +6.0% |
| 6M | -4.7% | -1.9% | -2.8% | -2.9% |
| YTD | -6.9% | -1.3% | -5.6% | -5.7% |
| 1Y | -18.2% | -1.0% | -17.2% | -17.3% |
| 3Y | +107.8% | +15.2% | +92.5% | +83.2% |
| 5Y | +63.9% | -4.4% | +68.3% | +65.4% |
| 10Y | +375.1% | +22.6% | +352.5% | +333.8% |
| All | +375.1% | +22.1% | +353.0% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 10y: compounded portfolio wealth divided by compounded LQD 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…
10y analysis · Full analysis span regression · 6 months rolling