+249.2%
BAC vs LQD
+190.1%
+59.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | -0.4% | -0.8% | +0.4% | -0.2% |
| 3M | +16.9% | -1.9% | +18.8% | +17.6% |
| 6M | +26.6% | -2.7% | +29.3% | +27.6% |
| YTD | +15.8% | -1.3% | +17.1% | +16.2% |
| 1Y | +27.2% | 0.0% | +27.2% | +27.2% |
| 3Y | +132.4% | +14.9% | +117.5% | +123.7% |
| 5Y | +72.6% | -4.6% | +77.1% | +71.8% |
| 10Y | +389.7% | +22.0% | +367.7% | +365.7% |
| All | +249.2% | +190.1% | +59.1% | +211.1% |
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