+3,396.8%
QQQ vs LQD
+189.7%
+3,207.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -0.2% | -0.4% | -0.6% |
| 3M | +1.3% | -1.7% | +3.0% | +2.0% |
| 6M | +18.1% | -2.7% | +20.8% | +19.4% |
| YTD | +16.9% | -1.4% | +18.3% | +17.6% |
| 1Y | +24.0% | -1.0% | +25.0% | +24.5% |
| 3Y | +95.6% | +15.1% | +80.6% | +86.8% |
| 5Y | +94.5% | -5.2% | +99.7% | +93.7% |
| 10Y | +571.7% | +23.3% | +548.4% | +550.7% |
| All | +3,396.8% | +189.7% | +3,207.2% | +4,751.0% |
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 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