+30.9%
QCOM vs LQD
-4.2%
+35.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -0.4% | +3.7% | +3.8% |
| 30D | +7.7% | -0.8% | +8.5% | +8.7% |
| 3M | -30.1% | -1.9% | -28.1% | -28.3% |
| 6M | +22.8% | -2.7% | +25.5% | +27.2% |
| YTD | +0.2% | -1.3% | +1.5% | +2.1% |
| 1Y | +7.9% | 0.0% | +7.9% | +8.4% |
| 3Y | +55.8% | +14.9% | +40.9% | +33.7% |
| All | +30.9% | -4.2% | +35.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling