+62.8%
META vs LQD
-4.2%
+67.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -0.4% | +7.1% | +7.2% |
| 30D | +4.8% | -0.8% | +5.5% | +5.6% |
| 3M | -1.6% | -1.9% | +0.3% | +0.5% |
| 6M | -7.5% | -2.7% | -4.8% | -4.6% |
| YTD | -6.4% | -1.3% | -5.1% | -5.0% |
| 1Y | -17.3% | 0.0% | -17.3% | -17.1% |
| 3Y | +109.9% | +14.9% | +95.0% | +78.6% |
| All | +62.8% | -4.2% | +67.0% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling