+1,218.2%
BE vs LQD
-5.9%
+1,224.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -2.1% |
| 7D | +9.7% | -1.1% | +10.8% | +12.4% |
| 30D | +22.4% | -1.1% | +23.5% | +25.5% |
| 3M | +10.4% | -2.3% | +12.7% | +16.7% |
| 6M | +67.9% | -2.9% | +70.7% | +80.7% |
| YTD | +197.5% | -2.3% | +199.8% | +215.9% |
| 1Y | +310.6% | -2.2% | +312.7% | +334.8% |
| 3Y | +1,657.2% | +14.0% | +1,643.2% | +1,288.5% |
| 5Y | +1,218.2% | -5.8% | +1,223.9% | +1,380.9% |
| All | +1,218.2% | -5.9% | +1,224.1% | +1,380.9% |
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