+242.8%
QCOM vs LQD
+24.9%
+217.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.9% |
| 7D | +5.5% | +0.2% | +5.4% | +5.4% |
| 30D | -1.1% | +1.4% | -2.6% | -2.4% |
| 3M | +7.6% | -1.1% | +8.7% | +8.8% |
| 6M | -20.1% | -2.9% | -17.1% | -17.7% |
| YTD | +3.0% | -2.3% | +5.4% | +5.6% |
| 1Y | +3.2% | -2.1% | +5.4% | +5.7% |
| 3Y | +48.9% | +15.9% | +32.9% | +32.5% |
| 5Y | +21.1% | -4.9% | +26.0% | +22.7% |
| 10Y | +242.8% | +24.8% | +217.9% | +239.8% |
| All | +242.8% | +24.9% | +217.8% | +239.8% |
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