-100.0%
SQQQ vs LQD
+85.1%
-185.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +1.8% |
| 7D | +4.1% | -1.1% | +5.1% | +2.3% |
| 30D | +4.6% | -1.1% | +5.7% | +2.8% |
| 3M | -10.4% | -2.3% | -8.1% | -13.3% |
| 6M | -42.1% | -2.9% | -39.2% | -43.9% |
| YTD | -40.3% | -2.3% | -38.0% | -41.6% |
| 1Y | -50.2% | -2.2% | -48.0% | -51.0% |
| 3Y | -89.4% | +14.0% | -103.4% | -86.3% |
| 5Y | -94.7% | -5.8% | -88.9% | -93.7% |
| 10Y | -100.0% | +22.2% | -122.2% | -100.0% |
| All | -100.0% | +85.1% | -185.1% | -100.0% |
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