+532.2%
BE vs LQD
-5.1%
+537.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.4% |
| 7D | +10.8% | -1.6% | +12.5% | +15.0% |
| 30D | -19.8% | +0.5% | -20.3% | -20.9% |
| 3M | -18.7% | -2.3% | -16.4% | -14.5% |
| 6M | -33.7% | -3.1% | -30.7% | -28.6% |
| YTD | +121.0% | -3.0% | +123.9% | +138.0% |
| 1Y | +85.4% | -2.6% | +88.0% | +98.0% |
| 3Y | +1,709.5% | +15.2% | +1,694.3% | +1,302.7% |
| All | +532.2% | -5.1% | +537.2% | +581.7% |
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