-5.8%
LQD vs BB
-29.9%
+24.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.8% |
| 7D | -1.1% | -2.1% | +1.0% | -1.0% |
| 30D | -1.1% | -16.0% | +14.9% | -0.6% |
| 3M | -2.3% | -14.5% | +12.2% | -2.1% |
| 6M | -2.9% | +118.6% | -121.4% | -6.0% |
| YTD | -2.3% | +98.9% | -101.3% | -5.1% |
| 1Y | -2.2% | +99.5% | -101.6% | -5.2% |
| 3Y | +14.0% | +65.4% | -51.3% | +9.9% |
| 5Y | -5.8% | -27.6% | +21.9% | -9.5% |
| All | -5.8% | -29.9% | +24.1% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling