+1,683.3%
BE vs LQD
+15.2%
+1,668.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.5% |
| 7D | +23.9% | 0.0% | +24.0% | +24.1% |
| 30D | +27.8% | -0.2% | +28.0% | +28.5% |
| 3M | +3.7% | -1.7% | +5.4% | +8.3% |
| 6M | +78.0% | -2.7% | +80.6% | +90.7% |
| YTD | +209.9% | -1.4% | +211.3% | +223.3% |
| 1Y | +389.6% | -1.0% | +390.6% | +406.2% |
| All | +1,683.3% | +15.2% | +1,668.1% | +1,257.8% |
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