+136.4%
BAC vs LQD
+15.0%
+121.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | +0.2% | +0.9% | +1.0% |
| 30D | -0.7% | -0.6% | -0.1% | -0.3% |
| 3M | +16.9% | -1.2% | +18.1% | +17.9% |
| 6M | +29.6% | -1.9% | +31.5% | +31.3% |
| YTD | +15.3% | -1.3% | +16.5% | +16.2% |
| 1Y | +28.8% | -1.0% | +29.8% | +29.6% |
| 3Y | +136.4% | +15.2% | +121.1% | +111.0% |
| All | +136.4% | +15.0% | +121.4% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling