+1,926.1%
ORCL vs LQD
+190.1%
+1,736.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | -0.4% | +5.7% | +5.4% |
| 30D | +10.0% | -0.8% | +10.7% | +10.3% |
| 3M | -32.6% | -1.9% | -30.7% | -32.1% |
| 6M | +4.9% | -2.7% | +7.6% | +6.0% |
| YTD | -17.8% | -1.3% | -16.5% | -17.3% |
| 1Y | -28.0% | 0.0% | -28.0% | -27.8% |
| 3Y | +36.0% | +14.9% | +21.1% | +30.6% |
| 5Y | +88.7% | -4.6% | +93.3% | +89.2% |
| 10Y | +346.9% | +22.0% | +324.9% | +328.4% |
| All | +1,926.1% | +190.1% | +1,736.0% | +2,580.3% |
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