+15.9%
LQD vs B
+179.8%
-163.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.5% |
| 7D | +0.2% | +7.1% | -7.0% | -0.1% |
| 30D | +1.4% | -3.3% | +4.8% | +1.5% |
| 3M | -1.1% | -2.5% | +1.4% | -1.1% |
| 6M | -2.9% | -7.2% | +4.3% | -2.8% |
| YTD | -2.3% | -7.4% | +5.0% | -2.5% |
| 1Y | -2.1% | +16.4% | -18.5% | -3.3% |
| 3Y | +15.9% | +178.7% | -162.8% | +6.0% |
| All | +15.9% | +179.8% | -163.9% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling