+67.1%
BE vs LQD
-1.7%
+68.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +20.0% | -0.4% | +20.4% | +22.0% |
| 30D | +7.9% | -0.8% | +8.7% | +11.9% |
| 3M | -13.2% | -1.9% | -11.3% | -5.2% |
| All | +67.1% | -1.7% | +68.8% | +87.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling