+184.3%
BAC vs LQD
+185.1%
-0.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.2% | -1.6% | +4.9% | +3.7% |
| 30D | -0.7% | +0.5% | -1.3% | -0.9% |
| 3M | -20.0% | -2.3% | -17.7% | -19.4% |
| 6M | +3.4% | -3.1% | +6.5% | +4.4% |
| YTD | -5.7% | -3.0% | -2.8% | -4.9% |
| 1Y | -1.4% | -2.6% | +1.1% | -0.7% |
| 3Y | +97.9% | +15.2% | +82.7% | +90.6% |
| 5Y | +22.9% | -5.2% | +28.1% | +22.8% |
| 10Y | +235.3% | +24.6% | +210.8% | +217.5% |
| All | +184.3% | +185.1% | -0.8% | +154.5% |
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