+86.4%
META vs LQD
-5.1%
+91.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.2% |
| 7D | +5.2% | -1.6% | +6.8% | +7.1% |
| 30D | -13.0% | +0.5% | -13.5% | -13.6% |
| 3M | +7.9% | -2.3% | +10.2% | +10.7% |
| 6M | +4.2% | -3.1% | +7.3% | +7.8% |
| YTD | -2.5% | -3.0% | +0.4% | +0.8% |
| 1Y | +5.6% | -2.6% | +8.1% | +8.7% |
| 3Y | +96.8% | +15.2% | +81.6% | +65.2% |
| All | +86.4% | -5.1% | +91.5% | +98.2% |
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 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