+516.8%
VZ vs LQD
+190.1%
+326.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +7.9% | -0.8% | +8.7% | +8.0% |
| 3M | +13.6% | -1.9% | +15.6% | +14.0% |
| 6M | +1.1% | -2.7% | +3.8% | +1.5% |
| YTD | +29.3% | -1.3% | +30.6% | +29.5% |
| 1Y | +21.2% | 0.0% | +21.3% | +21.2% |
| 3Y | +75.9% | +14.9% | +61.0% | +71.7% |
| 5Y | +24.1% | -4.6% | +28.6% | +23.6% |
| 10Y | +62.4% | +22.0% | +40.4% | +57.7% |
| All | +516.8% | +190.1% | +326.7% | +639.1% |
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 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