+107.3%
META vs LQD
+15.3%
+92.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -0.4% | +7.1% | +7.1% |
| 30D | +4.8% | -0.8% | +5.5% | +5.4% |
| 3M | -1.6% | -1.9% | +0.3% | -0.1% |
| 6M | -7.5% | -2.7% | -4.8% | -5.6% |
| YTD | -6.4% | -1.3% | -5.1% | -5.4% |
| 1Y | -17.3% | 0.0% | -17.3% | -17.1% |
| All | +107.3% | +15.3% | +92.0% | +87.3% |
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