-37.8%
NFLX vs LQD
+0.3%
-38.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -4.2% | -0.4% | -3.8% | -4.3% |
| 30D | +5.5% | -0.8% | +6.2% | +5.1% |
| 3M | -4.1% | -1.9% | -2.1% | -4.9% |
| 6M | -20.7% | -2.7% | -18.0% | -22.5% |
| YTD | -16.5% | -1.3% | -15.3% | -17.2% |
| 1Y | -37.8% | 0.0% | -37.8% | -36.7% |
| All | -37.8% | +0.3% | -38.1% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling