+11.2%
QCOM vs LQD
-5.2%
+16.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.7% |
| 7D | +0.4% | +0.2% | +0.1% | +0.1% |
| 30D | -6.6% | +2.4% | -9.0% | -9.3% |
| 3M | +3.7% | -0.9% | +4.6% | +4.9% |
| 6M | -13.3% | -2.3% | -11.0% | -10.6% |
| YTD | -1.8% | -1.7% | -0.1% | +0.7% |
| 1Y | -2.5% | -1.6% | -0.9% | -0.1% |
| 3Y | +47.0% | +17.6% | +29.4% | +23.1% |
| All | +11.2% | -5.2% | +16.4% | +10.4% |
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 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