+444.1%
META vs LQD
+25.4%
+418.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | +3.3% | +0.2% | +3.1% | +3.1% |
| 30D | -10.8% | +1.8% | -12.6% | -12.2% |
| 3M | +7.9% | -0.7% | +8.6% | +8.6% |
| 6M | +5.4% | -2.6% | +8.0% | +7.8% |
| YTD | -2.6% | -2.0% | -0.6% | -0.8% |
| 1Y | +1.9% | -1.7% | +3.6% | +3.5% |
| 3Y | +97.0% | +16.4% | +80.6% | +72.2% |
| 5Y | +97.6% | -4.6% | +102.2% | +99.7% |
| All | +444.1% | +25.4% | +418.7% | +391.5% |
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