+404.3%
META vs LQD
+23.5%
+380.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | +0.2% | -1.0% | -1.0% |
| 30D | -15.4% | +2.4% | -17.8% | -17.2% |
| 3M | +3.5% | -0.9% | +4.4% | +4.3% |
| 6M | -0.3% | -2.3% | +2.0% | +1.8% |
| YTD | -7.3% | -1.7% | -5.6% | -5.8% |
| 1Y | -1.1% | -1.6% | +0.6% | +0.5% |
| 3Y | +95.1% | +17.6% | +77.5% | +69.0% |
| 5Y | +80.6% | -5.3% | +85.8% | +83.3% |
| All | +404.3% | +23.5% | +380.8% | +367.2% |
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