+0.1%
LQD vs BBAI
-70.8%
+70.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.2% | -1.0% | +1.3% | +0.3% |
| 30D | -0.6% | -10.7% | +10.1% | -0.5% |
| 3M | -1.2% | -32.3% | +31.0% | -1.0% |
| 6M | -1.9% | -31.3% | +29.4% | -1.8% |
| YTD | -1.3% | -45.9% | +44.7% | -1.1% |
| 1Y | -1.0% | -40.0% | +39.0% | -0.9% |
| 3Y | +15.2% | +72.8% | -57.5% | +14.2% |
| 5Y | -4.4% | -70.4% | +65.9% | -5.8% |
| All | +0.1% | -70.8% | +70.9% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling