+14.1%
LQD vs BAM
+67.8%
-53.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | 0.0% | -3.9% | +3.9% | +0.3% |
| 30D | -0.2% | -8.8% | +8.6% | +0.5% |
| 3M | -1.7% | +2.2% | -3.9% | -1.9% |
| 6M | -2.7% | +5.9% | -8.6% | -3.2% |
| YTD | -1.4% | -6.1% | +4.7% | -1.2% |
| 1Y | -1.0% | -11.6% | +10.6% | -0.4% |
| 3Y | +15.1% | +51.7% | -36.6% | +9.3% |
| All | +14.1% | +67.8% | -53.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling