-28.0%
ORCL vs LQD
+0.3%
-28.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | -0.4% | +5.7% | +6.4% |
| 30D | +10.0% | -0.8% | +10.7% | +12.2% |
| 3M | -32.6% | -1.9% | -30.7% | -29.2% |
| 6M | +4.9% | -2.7% | +7.6% | +10.9% |
| YTD | -17.8% | -1.3% | -16.5% | -16.1% |
| 1Y | -28.0% | 0.0% | -28.0% | -31.5% |
| All | -28.0% | +0.3% | -28.3% | -31.5% |
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