-5.8%
LQD vs BBAI
-71.4%
+65.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -1.1% | -5.4% | +4.3% | -1.1% |
| 30D | -1.1% | -15.3% | +14.2% | -1.0% |
| 3M | -2.3% | -29.9% | +27.5% | -2.2% |
| 6M | -2.9% | -30.7% | +27.8% | -2.8% |
| YTD | -2.3% | -47.8% | +45.5% | -2.1% |
| 1Y | -2.2% | -40.4% | +38.2% | -2.1% |
| 3Y | +14.0% | +66.9% | -52.8% | +13.0% |
| 5Y | -5.8% | -71.4% | +65.6% | -7.2% |
| All | -5.8% | -71.4% | +65.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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