+425.7%
META vs LQD
+24.9%
+400.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.0% |
| 7D | +5.7% | +0.9% | +4.8% | +4.9% |
| 30D | -10.8% | +2.2% | -13.0% | -12.5% |
| 3M | +8.4% | -0.9% | +9.3% | +9.3% |
| 6M | +5.4% | -2.2% | +7.6% | +7.4% |
| YTD | -2.6% | -1.6% | -1.0% | -1.1% |
| 1Y | +3.5% | -1.3% | +4.8% | +4.8% |
| 3Y | +102.0% | +17.4% | +84.6% | +75.2% |
| 5Y | +93.1% | -5.2% | +98.2% | +95.8% |
| 10Y | +425.7% | +25.7% | +400.0% | +376.2% |
| All | +425.7% | +24.9% | +400.8% | +376.2% |
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