+27.0%
NFLX vs LQD
-5.1%
+32.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -0.3% | -0.2% | -0.1% | -0.1% |
| 3M | -6.6% | -1.7% | -4.9% | -5.1% |
| 6M | -22.7% | -2.7% | -20.0% | -20.8% |
| YTD | -18.9% | -1.4% | -17.5% | -18.0% |
| 1Y | -39.8% | -1.0% | -38.8% | -39.5% |
| 3Y | +71.7% | +15.1% | +56.6% | +46.0% |
| All | +27.0% | -5.1% | +32.1% | +13.1% |
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