+15.5%
TSLA vs LQD
-5.1%
+20.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | +8.9% | -1.6% | +10.6% | +11.5% |
| 30D | +6.3% | +0.5% | +5.7% | +5.2% |
| 3M | +14.8% | -2.3% | +17.1% | +18.5% |
| 6M | -12.4% | -3.1% | -9.3% | -8.3% |
| YTD | -13.2% | -3.0% | -10.3% | -9.2% |
| 1Y | -2.9% | -2.6% | -0.4% | +1.0% |
| 3Y | +74.4% | +15.2% | +59.2% | +47.0% |
| All | +15.5% | -5.1% | +20.6% | -6.0% |
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 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