+73.1%
BAC vs LQD
-4.7%
+77.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.6% | 0.0% | +0.7% | +0.6% |
| 30D | -1.4% | -0.2% | -1.2% | -1.3% |
| 3M | +15.7% | -1.7% | +17.4% | +16.8% |
| 6M | +32.2% | -2.7% | +34.9% | +34.1% |
| YTD | +15.8% | -1.4% | +17.2% | +16.6% |
| 1Y | +27.3% | -1.0% | +28.3% | +27.9% |
| 3Y | +137.5% | +15.1% | +122.4% | +120.1% |
| 5Y | +73.1% | -5.2% | +78.2% | +41.5% |
| All | +73.1% | -4.7% | +77.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling