+558.6%
QQQ vs LQD
+22.3%
+536.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | -1.1% | +0.5% | +0.3% |
| 30D | -1.2% | -1.3% | +0.1% | -0.2% |
| 3M | -0.2% | -3.2% | +3.0% | +2.3% |
| 6M | +17.9% | -2.1% | +20.0% | +20.1% |
| YTD | +16.6% | -2.4% | +19.0% | +18.9% |
| 1Y | +23.0% | -2.7% | +25.7% | +25.7% |
| 3Y | +92.9% | +14.2% | +78.8% | +74.9% |
| 5Y | +95.6% | -5.8% | +101.4% | +99.1% |
| All | +558.6% | +22.3% | +536.3% | +513.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling