+23.3%
LQD vs BA
+70.0%
-46.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | 0.0% |
| 7D | 0.0% | -1.2% | +1.1% | 0.0% |
| 30D | -0.2% | -11.3% | +11.1% | +0.5% |
| 3M | -1.7% | -3.8% | +2.1% | -1.5% |
| 6M | -2.7% | -8.3% | +5.6% | -2.3% |
| YTD | -1.4% | -4.9% | +3.5% | -1.3% |
| 1Y | -1.0% | -10.1% | +9.1% | -0.7% |
| 3Y | +15.1% | -2.3% | +17.4% | +14.0% |
| 5Y | -5.2% | -3.5% | -1.7% | -7.0% |
| 10Y | +23.3% | +74.6% | -51.2% | +17.5% |
| All | +23.3% | +70.0% | -46.7% | +17.5% |
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