+33.3%
ORCL vs LQD
+15.0%
+18.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +15.0% | +0.2% | +14.8% | +14.7% |
| 30D | +10.5% | -0.6% | +11.1% | +11.3% |
| 3M | -23.0% | -1.2% | -21.8% | -22.0% |
| 6M | +7.0% | -1.9% | +8.9% | +9.3% |
| YTD | -15.8% | -1.3% | -14.5% | -14.5% |
| 1Y | -31.1% | -1.0% | -30.1% | -30.1% |
| 3Y | +33.3% | +15.2% | +18.0% | +24.1% |
| All | +33.3% | +15.0% | +18.2% | +24.1% |
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 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