+70.0%
LQD vs BAH
+886.2%
-816.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | 0.0% |
| 7D | -0.4% | -3.2% | +2.8% | -0.3% |
| 30D | -0.8% | +2.0% | -2.8% | -0.8% |
| 3M | -1.9% | -7.6% | +5.7% | -1.8% |
| 6M | -2.7% | -5.7% | +3.0% | -2.6% |
| YTD | -1.3% | -11.7% | +10.5% | -1.1% |
| 1Y | 0.0% | -27.4% | +27.3% | +0.6% |
| 3Y | +14.9% | -32.5% | +47.4% | +15.5% |
| 5Y | -4.6% | -3.3% | -1.2% | -5.1% |
| 10Y | +22.0% | +186.0% | -164.0% | +21.0% |
| All | +70.0% | +886.2% | -816.2% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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