-12.4%
TSLA vs LQD
-3.0%
-9.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.4% |
| 7D | +8.9% | -1.6% | +10.6% | +12.1% |
| 30D | +6.3% | +0.5% | +5.7% | +3.7% |
| 3M | +14.8% | -2.3% | +17.1% | +23.3% |
| 6M | -12.4% | -3.1% | -9.3% | -4.4% |
| All | -12.4% | -3.0% | -9.4% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling