-4.4%
LQD vs BA
-1.3%
-3.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.2% | +2.5% | -2.2% | +0.1% |
| 30D | -0.6% | -10.1% | +9.5% | 0.0% |
| 3M | -1.2% | -2.4% | +1.2% | -1.1% |
| 6M | -1.9% | -8.8% | +6.9% | -1.6% |
| YTD | -1.3% | -2.9% | +1.7% | -1.3% |
| 1Y | -1.0% | -8.8% | +7.7% | -0.8% |
| 3Y | +15.2% | -0.3% | +15.5% | +14.2% |
| 5Y | -4.4% | -0.3% | -4.1% | -8.2% |
| All | -4.4% | -1.3% | -3.1% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling