+13.1%
LQD vs BAM
+84.8%
-71.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -0.5% | -2.9% | +2.3% | -0.3% |
| 30D | +1.3% | +14.7% | -13.3% | +0.3% |
| 3M | -1.1% | -4.1% | +3.1% | -0.9% |
| 6M | -2.6% | +9.6% | -12.2% | -3.5% |
| YTD | -2.3% | +3.4% | -5.7% | -2.9% |
| 1Y | -2.4% | +1.0% | -3.5% | -2.9% |
| 3Y | +16.0% | +88.2% | -72.2% | +9.0% |
| All | +13.1% | +84.8% | -71.7% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling