-6.0%
LQD vs BAX
-68.1%
+62.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | 0.0% |
| 7D | -1.1% | -7.9% | +6.8% | -0.7% |
| 30D | -1.3% | -11.7% | +10.4% | -0.7% |
| 3M | -3.2% | +16.2% | -19.4% | -4.0% |
| 6M | -2.1% | +32.0% | -34.1% | -3.6% |
| YTD | -2.4% | +24.7% | -27.1% | -3.8% |
| 1Y | -2.7% | -2.6% | 0.0% | -3.0% |
| 3Y | +14.2% | -35.0% | +49.2% | +15.5% |
| All | -6.0% | -68.1% | +62.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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