+360.5%
SOXX vs LQD
-1.7%
+362.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -2.3% |
| 7D | +158.9% | +0.4% | +158.5% | +159.5% |
| 30D | +129.2% | +2.6% | +126.6% | +116.8% |
| 3M | +149.7% | -1.7% | +151.4% | +167.3% |
| 6M | +193.4% | -1.9% | +195.4% | +218.9% |
| YTD | +351.0% | -2.2% | +353.2% | +390.0% |
| 1Y | +360.5% | -1.9% | +362.4% | +400.3% |
| All | +360.5% | -1.7% | +362.2% | +400.3% |
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 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