-49.5%
ORCL vs LQD
-1.7%
-47.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -3.6% |
| 7D | -14.4% | +0.4% | -14.8% | -15.1% |
| 30D | -12.8% | +2.6% | -15.5% | -18.1% |
| 3M | -14.8% | -1.7% | -13.1% | -10.7% |
| 6M | -30.9% | -1.9% | -29.0% | -27.1% |
| YTD | -35.7% | -2.2% | -33.5% | -33.2% |
| 1Y | -49.5% | -1.9% | -47.6% | -47.6% |
| All | -49.5% | -1.7% | -47.8% | -47.6% |
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 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