+189.9%
LQD vs BAX
+88.2%
+101.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.1% |
| 7D | +0.2% | -2.4% | +2.7% | +0.3% |
| 30D | -0.6% | -9.7% | +9.1% | -0.3% |
| 3M | -1.2% | +29.3% | -30.5% | -1.9% |
| 6M | -1.9% | +40.7% | -42.6% | -2.9% |
| YTD | -1.3% | +30.3% | -31.5% | -2.2% |
| 1Y | -1.0% | +3.4% | -4.4% | -1.4% |
| 3Y | +15.2% | -32.0% | +47.3% | +15.7% |
| 5Y | -4.4% | -66.9% | +62.5% | -2.9% |
| 10Y | +22.6% | -37.1% | +59.7% | +23.5% |
| All | +189.9% | +88.2% | +101.7% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling