+1,527.5%
META vs LQD
+51.0%
+1,476.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -0.4% | +7.1% | +7.0% |
| 30D | +4.8% | -0.8% | +5.5% | +5.4% |
| 3M | -1.6% | -1.9% | +0.3% | -0.2% |
| 6M | -7.5% | -2.7% | -4.8% | -5.5% |
| YTD | -6.4% | -1.3% | -5.1% | -5.4% |
| 1Y | -17.3% | 0.0% | -17.3% | -17.2% |
| 3Y | +109.9% | +14.9% | +95.0% | +90.1% |
| 5Y | +65.4% | -4.6% | +69.9% | +64.6% |
| 10Y | +391.8% | +22.0% | +369.8% | +373.4% |
| All | +1,527.5% | +51.0% | +1,476.5% | +1,368.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling