+40,215.5%
BKNG vs LQD
+187.1%
+40,028.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -10.7% | -1.1% | -9.6% | -10.3% |
| 30D | -18.1% | -1.1% | -17.0% | -17.8% |
| 3M | +8.5% | -2.3% | +10.9% | +9.5% |
| 6M | -0.1% | -2.9% | +2.8% | +1.1% |
| YTD | -18.2% | -2.3% | -15.9% | -17.5% |
| 1Y | -19.9% | -2.2% | -17.7% | -19.2% |
| 3Y | +41.6% | +14.0% | +27.6% | +35.3% |
| 5Y | +93.1% | -5.8% | +98.9% | +94.3% |
| 10Y | +214.8% | +22.2% | +192.6% | +203.8% |
| All | +40,215.5% | +187.1% | +40,028.4% | +42,819.4% |
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