+281.8%
QCOM vs LQD
+23.0%
+258.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +9.4% | -0.2% | +9.6% | +9.6% |
| 3M | -13.7% | -1.7% | -12.0% | -12.2% |
| 6M | +28.9% | -2.7% | +31.6% | +32.4% |
| YTD | +4.7% | -1.4% | +6.2% | +6.4% |
| 1Y | +13.5% | -1.0% | +14.5% | +14.9% |
| 3Y | +77.1% | +15.1% | +62.0% | +58.4% |
| 5Y | +38.9% | -5.2% | +44.1% | +40.6% |
| 10Y | +281.8% | +23.3% | +258.5% | +268.4% |
| All | +281.8% | +23.0% | +258.8% | +268.4% |
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