+1,003.0%
BE vs LQD
+21.5%
+981.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +9.0% | -1.1% | +10.1% | +11.0% |
| 30D | +16.3% | -1.3% | +17.6% | +18.7% |
| 3M | +10.8% | -3.2% | +14.0% | +16.8% |
| 6M | +73.2% | -2.1% | +75.3% | +80.8% |
| YTD | +217.4% | -2.4% | +219.7% | +231.9% |
| 1Y | +309.8% | -2.7% | +312.5% | +330.6% |
| 3Y | +1,726.2% | +14.2% | +1,712.0% | +1,453.4% |
| 5Y | +1,306.2% | -5.8% | +1,312.0% | +1,368.5% |
| All | +1,003.0% | +21.5% | +981.5% | +1,568.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling