+22.2%
LQD vs BB
+1.6%
+20.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | -1.3% | -12.5% | +11.3% | -1.0% |
| 3M | -3.2% | -17.4% | +14.2% | -3.0% |
| 6M | -2.1% | +119.1% | -121.3% | -4.1% |
| YTD | -2.4% | +102.4% | -104.7% | -4.2% |
| 1Y | -2.7% | +98.2% | -100.9% | -4.6% |
| 3Y | +14.2% | +46.9% | -32.7% | +11.8% |
| 5Y | -5.8% | -26.4% | +20.6% | -7.5% |
| All | +22.2% | +1.6% | +20.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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