+12.3%
QQQ vs LQD
-1.7%
+13.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | 0.0% |
| 7D | -4.6% | +0.4% | -5.1% | -5.2% |
| 30D | -8.5% | +2.6% | -11.1% | -11.9% |
| 3M | -4.3% | -1.7% | -2.6% | -1.2% |
| 6M | +3.1% | -1.9% | +5.0% | +7.0% |
| YTD | +13.0% | -2.2% | +15.2% | +16.9% |
| 1Y | +12.3% | -1.9% | +14.1% | +15.8% |
| All | +12.3% | -1.7% | +13.9% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling