+246.0%
ORCL vs LQD
+24.9%
+221.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.0% |
| 7D | -6.5% | +0.2% | -6.7% | -6.6% |
| 30D | -16.6% | +1.4% | -18.0% | -17.4% |
| 3M | -21.6% | -1.1% | -20.5% | -20.9% |
| 6M | -39.4% | -2.9% | -36.4% | -38.0% |
| YTD | -38.7% | -2.3% | -36.3% | -37.5% |
| 1Y | -50.4% | -2.1% | -48.2% | -49.5% |
| 3Y | +8.1% | +15.9% | -7.8% | -0.1% |
| 5Y | +34.5% | -4.9% | +39.5% | +37.1% |
| 10Y | +246.0% | +24.8% | +221.2% | +221.8% |
| All | +246.0% | +24.9% | +221.1% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling