+7.0%
WMT vs LQD
+0.3%
+6.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.9% | -0.4% | +4.3% | +4.1% |
| 30D | -4.4% | -0.8% | -3.6% | -4.1% |
| 3M | -8.8% | -1.9% | -6.9% | -8.2% |
| 6M | -15.6% | -2.7% | -13.0% | -14.6% |
| YTD | -3.2% | -1.3% | -2.0% | -2.3% |
| 1Y | +7.0% | 0.0% | +7.1% | +8.0% |
| All | +7.0% | +0.3% | +6.7% | +8.0% |
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 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