-13.3%
QCOM vs LQD
-2.3%
-11.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.9% |
| 7D | +0.4% | +0.2% | +0.1% | -0.5% |
| 30D | -6.6% | +2.4% | -9.0% | -14.2% |
| 3M | +3.7% | -0.9% | +4.6% | +8.2% |
| 6M | -13.3% | -2.3% | -11.0% | -1.8% |
| All | -13.3% | -2.3% | -11.0% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling