+911.5%
BE vs LQD
+22.9%
+888.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +20.0% | -0.4% | +20.4% | +20.7% |
| 30D | +7.9% | -0.8% | +8.7% | +9.3% |
| 3M | -13.2% | -1.9% | -11.3% | -10.2% |
| 6M | +53.5% | -2.7% | +56.1% | +61.4% |
| YTD | +191.0% | -1.3% | +192.3% | +199.1% |
| 1Y | +360.5% | 0.0% | +360.5% | +364.9% |
| 3Y | +1,568.0% | +14.9% | +1,553.1% | +1,303.0% |
| 5Y | +1,055.2% | -4.6% | +1,059.7% | +1,083.1% |
| All | +911.5% | +22.9% | +888.6% | +1,403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling