+189.9%
LQD vs B
+329.6%
-139.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -0.4% | -1.6% | +1.2% | -0.4% |
| 30D | -0.8% | +9.4% | -10.2% | -1.1% |
| 3M | -1.9% | +5.0% | -6.9% | -2.1% |
| 6M | -2.7% | -3.5% | +0.9% | -2.7% |
| YTD | -1.3% | +4.5% | -5.7% | -1.6% |
| 1Y | 0.0% | +67.8% | -67.8% | -1.9% |
| 3Y | +14.9% | +196.7% | -181.8% | +10.6% |
| 5Y | -4.6% | +151.9% | -156.5% | -8.0% |
| 10Y | +22.0% | +202.2% | -180.2% | +16.5% |
| All | +189.9% | +329.6% | -139.6% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling