+95.1%
META vs LQD
+17.2%
+77.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.1% |
| 3M | +3.5% | -0.9% | +4.4% | +4.3% |
| 6M | -0.3% | -2.3% | +2.0% | +1.7% |
| YTD | -7.3% | -1.7% | -5.6% | -6.0% |
| 1Y | -1.1% | -1.6% | +0.6% | +0.3% |
| 3Y | +95.1% | +17.6% | +77.5% | +73.8% |
| All | +95.1% | +17.2% | +77.9% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling