+189.9%
LQD vs BB
+293.8%
-103.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.2% | +0.5% | -0.3% | +0.2% |
| 30D | -0.6% | -12.4% | +11.8% | -0.5% |
| 3M | -1.2% | -15.3% | +14.1% | -1.1% |
| 6M | -1.9% | +128.8% | -130.7% | -3.0% |
| YTD | -1.3% | +107.7% | -108.9% | -2.3% |
| 1Y | -1.0% | +103.9% | -104.9% | -2.0% |
| 3Y | +15.2% | +72.6% | -57.3% | +13.8% |
| 5Y | -4.4% | -24.3% | +19.8% | -5.3% |
| 10Y | +22.6% | +3.1% | +19.5% | +20.1% |
| All | +189.9% | +293.8% | -103.9% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling