-4.1%
LQD vs BABA
-30.9%
+26.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.4% | -4.8% | +4.4% | -0.3% |
| 30D | -0.8% | -11.9% | +11.1% | -0.5% |
| 3M | -1.9% | -9.3% | +7.3% | -1.7% |
| 6M | -2.7% | -14.2% | +11.6% | -2.4% |
| YTD | -1.3% | -22.0% | +20.8% | -0.8% |
| 1Y | 0.0% | -12.7% | +12.7% | +0.1% |
| 3Y | +14.9% | +26.7% | -11.7% | +13.3% |
| All | -4.1% | -30.9% | +26.8% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling