+48.9%
MSFT vs LQD
+15.2%
+33.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.7% | -0.2% | -2.5% | -2.6% |
| 3M | +22.1% | -1.7% | +23.8% | +22.9% |
| 6M | +20.6% | -2.7% | +23.3% | +21.8% |
| YTD | +2.3% | -1.4% | +3.7% | +2.8% |
| 1Y | -0.5% | -1.0% | +0.5% | -0.2% |
| All | +48.9% | +15.2% | +33.7% | +42.6% |
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