+247.9%
SOXX vs LQD
-6.0%
+253.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -1.1% | +2.5% | +2.8% |
| 30D | -3.6% | -1.3% | -2.3% | -2.0% |
| 3M | -10.2% | -3.2% | -6.9% | -6.4% |
| 6M | +54.2% | -2.1% | +56.4% | +59.2% |
| YTD | +75.2% | -2.4% | +77.6% | +81.3% |
| 1Y | +107.5% | -2.7% | +110.2% | +115.4% |
| 3Y | +226.8% | +14.2% | +212.6% | +182.0% |
| All | +247.9% | -6.0% | +253.9% | +249.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling