-1.0%
LQD vs BABA
-24.1%
+23.1%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | 0.0% | -2.2% | +2.1% | 0.0% |
| 30D | -0.2% | -17.3% | +17.1% | 0.0% |
| 3M | -1.7% | -7.8% | +6.1% | -1.5% |
| 6M | -2.7% | -16.8% | +14.1% | -2.4% |
| YTD | -1.4% | -24.7% | +23.3% | -1.1% |
| 1Y | -1.0% | -24.9% | +24.0% | -0.7% |
| All | -1.0% | -24.1% | +23.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling