+22.2%
LQD vs B
+209.1%
-186.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | -1.1% | -5.0% | +3.9% | -0.8% |
| 30D | -1.1% | +8.7% | -9.8% | -1.7% |
| 3M | -2.3% | +17.3% | -19.7% | -3.5% |
| 6M | -2.9% | -5.0% | +2.2% | -2.9% |
| YTD | -2.3% | +1.4% | -3.8% | -2.9% |
| 1Y | -2.2% | +50.5% | -52.7% | -5.6% |
| 3Y | +14.0% | +194.4% | -180.3% | +4.1% |
| 5Y | -5.8% | +156.7% | -162.4% | -13.8% |
| All | +22.2% | +209.1% | -186.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling