+185.6%
LQD vs B
+263.2%
-77.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | -1.5% | -6.2% | +4.7% | -1.4% |
| 30D | +0.9% | -6.6% | +7.5% | +1.0% |
| 3M | -1.7% | -7.9% | +6.2% | -1.5% |
| 6M | -2.8% | -16.8% | +14.0% | -2.4% |
| YTD | -2.8% | -11.7% | +8.9% | -2.7% |
| 1Y | -2.8% | +3.5% | -6.3% | -3.2% |
| 3Y | +15.5% | +165.7% | -150.3% | +11.5% |
| 5Y | -4.9% | +108.4% | -113.4% | -7.9% |
| 10Y | +24.9% | +212.7% | -187.8% | +19.5% |
| All | +185.6% | +263.2% | -77.6% | +167.2% |
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 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