+3,488.6%
MSFT vs LQD
+185.1%
+3,303.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.3% | -1.6% | +0.4% | -0.6% |
| 30D | -1.8% | +0.5% | -2.4% | -2.0% |
| 3M | +5.6% | -2.3% | +7.9% | +6.7% |
| 6M | +29.8% | -3.1% | +32.9% | +31.5% |
| YTD | +9.0% | -3.0% | +12.0% | +10.4% |
| 1Y | +4.9% | -2.6% | +7.5% | +6.1% |
| 3Y | +46.2% | +15.2% | +31.0% | +37.7% |
| 5Y | +62.1% | -5.2% | +67.3% | +63.1% |
| 10Y | +899.6% | +24.6% | +875.1% | +850.2% |
| All | +3,488.6% | +185.1% | +3,303.5% | +4,038.3% |
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