+4.6%
TSLA vs LQD
+0.3%
+4.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -0.4% | +1.9% | +2.5% |
| 30D | +10.1% | -0.8% | +10.9% | +12.1% |
| 3M | -15.4% | -1.9% | -13.5% | -11.7% |
| 6M | -12.8% | -2.7% | -10.1% | -8.8% |
| YTD | -21.3% | -1.3% | -20.0% | -19.3% |
| 1Y | +4.6% | 0.0% | +4.6% | +7.2% |
| All | +4.6% | +0.3% | +4.3% | +7.2% |
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