+187.0%
LQD vs BA
+522.6%
-335.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +1.3% | -7.9% | +9.2% | +1.7% |
| 3M | -1.1% | -25.2% | +24.1% | +0.1% |
| 6M | -2.6% | -26.7% | +24.1% | -1.5% |
| YTD | -2.3% | -19.6% | +17.3% | -1.6% |
| 1Y | -2.4% | -10.6% | +8.2% | -2.2% |
| 3Y | +16.0% | -11.2% | +27.3% | +15.7% |
| 5Y | -4.6% | -20.4% | +15.9% | -5.1% |
| 10Y | +25.5% | +26.8% | -1.3% | +20.3% |
| All | +187.0% | +522.6% | -335.6% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling