+24.8%
LQD vs BA
+27.6%
-2.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | +0.2% | 0.0% | +0.1% | +0.1% |
| 30D | +1.4% | -8.9% | +10.4% | +2.0% |
| 3M | -1.1% | -25.5% | +24.4% | +0.6% |
| 6M | -2.9% | -27.0% | +24.0% | -1.2% |
| YTD | -2.3% | -20.1% | +17.8% | -1.3% |
| 1Y | -2.1% | -11.0% | +8.9% | -1.8% |
| 3Y | +15.9% | -11.8% | +27.8% | +15.5% |
| 5Y | -4.9% | -20.6% | +15.7% | -5.6% |
| 10Y | +24.8% | +26.6% | -1.8% | +20.8% |
| All | +24.8% | +27.6% | -2.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling