+1,906.2%
QCOM vs LQD
+190.1%
+1,716.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -0.4% | +3.7% | +3.5% |
| 30D | +7.7% | -0.8% | +8.5% | +8.1% |
| 3M | -30.1% | -1.9% | -28.1% | -29.4% |
| 6M | +22.8% | -2.7% | +25.5% | +24.5% |
| YTD | +0.2% | -1.3% | +1.5% | +0.9% |
| 1Y | +7.9% | 0.0% | +7.9% | +8.1% |
| 3Y | +55.8% | +14.9% | +40.9% | +47.9% |
| 5Y | +30.1% | -4.6% | +34.6% | +29.6% |
| 10Y | +248.9% | +22.0% | +226.9% | +235.8% |
| All | +1,906.2% | +190.1% | +1,716.1% | +2,777.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling