+470.8%
VZ vs LQD
+188.8%
+282.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | +1.4% | +2.4% | -1.0% | +1.0% |
| 3M | -1.3% | -0.9% | -0.4% | -1.1% |
| 6M | -0.5% | -2.3% | +1.8% | -0.1% |
| YTD | +19.6% | -1.7% | +21.4% | +20.0% |
| 1Y | +22.4% | -1.6% | +24.0% | +22.7% |
| 3Y | +55.9% | +17.6% | +38.3% | +51.6% |
| 5Y | +20.4% | -5.3% | +25.7% | +20.0% |
| 10Y | +66.9% | +23.3% | +43.6% | +62.0% |
| All | +470.8% | +188.8% | +282.0% | +584.5% |
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