-50.6%
SQQQ vs LQD
-2.4%
-48.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.8% |
| 7D | +1.8% | -1.1% | +2.9% | -3.1% |
| 30D | +4.2% | -1.3% | +5.4% | -1.6% |
| 3M | -3.3% | -3.2% | -0.1% | -15.6% |
| 6M | -43.6% | -2.1% | -41.5% | -47.1% |
| YTD | -41.9% | -2.4% | -39.5% | -45.3% |
| 1Y | -50.6% | -2.7% | -48.0% | -55.1% |
| All | -50.6% | -2.4% | -48.2% | -55.1% |
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