-4.9%
LQD vs B
+124.0%
-128.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.4% |
| 7D | +0.2% | +7.1% | -7.0% | -0.3% |
| 30D | +1.4% | -3.3% | +4.8% | +1.6% |
| 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% | -2.6% |
| 1Y | -2.1% | +16.4% | -18.5% | -4.0% |
| 3Y | +15.9% | +178.7% | -162.8% | +3.9% |
| 5Y | -4.9% | +121.7% | -126.6% | -14.4% |
| All | -4.9% | +124.0% | -128.9% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling