-5.2%
LQD vs B
+154.7%
-159.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | 0.0% | +1.0% | -1.1% | -0.1% |
| 30D | -0.2% | +9.5% | -9.7% | -0.8% |
| 3M | -1.7% | +14.3% | -16.0% | -2.7% |
| 6M | -2.7% | -1.9% | -0.8% | -2.9% |
| YTD | -1.4% | +4.1% | -5.5% | -2.3% |
| 1Y | -1.0% | +56.1% | -57.1% | -5.0% |
| 3Y | +15.1% | +202.0% | -186.9% | +2.9% |
| 5Y | -5.2% | +158.8% | -164.0% | -15.3% |
| All | -5.2% | +154.7% | -159.9% | -15.3% |
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