+1,434.2%
ORCL vs LQD
+189.2%
+1,245.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | +0.5% | +0.9% | -0.4% | +0.1% |
| 30D | -15.3% | +2.2% | -17.5% | -16.0% |
| 3M | -18.2% | -0.9% | -17.3% | -17.9% |
| 6M | -38.4% | -2.2% | -36.2% | -37.9% |
| YTD | -37.7% | -1.6% | -36.1% | -37.3% |
| 1Y | -49.3% | -1.3% | -48.0% | -48.9% |
| 3Y | +10.6% | +17.4% | -6.8% | +5.6% |
| 5Y | +35.5% | -5.2% | +40.7% | +36.2% |
| 10Y | +251.6% | +25.7% | +225.9% | +236.2% |
| All | +1,434.2% | +189.2% | +1,245.1% | +1,933.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling