+189.9%
LQD vs BA
+657.1%
-467.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.4% | +1.2% | -1.6% | -0.5% |
| 30D | -0.8% | -11.6% | +10.9% | -0.2% |
| 3M | -1.9% | -2.4% | +0.5% | -1.9% |
| 6M | -2.7% | -6.6% | +4.0% | -2.5% |
| YTD | -1.3% | -2.2% | +1.0% | -1.3% |
| 1Y | 0.0% | -8.0% | +8.0% | +0.1% |
| 3Y | +14.9% | -5.0% | +19.9% | +14.3% |
| 5Y | -4.6% | -2.7% | -1.8% | -5.8% |
| 10Y | +22.0% | +75.9% | -53.9% | +15.9% |
| All | +189.9% | +657.1% | -467.1% | +170.7% |
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