+10.6%
ORCL vs LQD
+16.4%
-5.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.0% |
| 7D | +0.5% | +0.9% | -0.4% | -0.7% |
| 30D | -15.3% | +2.2% | -17.5% | -17.5% |
| 3M | -18.2% | -0.9% | -17.3% | -17.2% |
| 6M | -38.4% | -2.2% | -36.2% | -36.7% |
| YTD | -37.7% | -1.6% | -36.1% | -36.4% |
| 1Y | -49.3% | -1.3% | -48.0% | -48.3% |
| 3Y | +10.6% | +17.4% | -6.8% | +1.9% |
| All | +10.6% | +16.4% | -5.8% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling