+72.3%
MSFT vs LQD
-4.7%
+77.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.7% | -0.2% | -2.5% | -2.5% |
| 3M | +22.1% | -1.7% | +23.8% | +23.7% |
| 6M | +20.6% | -2.7% | +23.3% | +23.1% |
| YTD | +2.3% | -1.4% | +3.7% | +3.4% |
| 1Y | -0.5% | -1.0% | +0.5% | +0.1% |
| 3Y | +50.5% | +15.1% | +35.5% | +32.6% |
| 5Y | +72.3% | -5.2% | +77.5% | +81.1% |
| All | +72.3% | -4.7% | +77.0% | +81.1% |
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