-2.1%
LQD vs BBIO
-1.0%
-1.1%
-3.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.1% | -3.2% | +2.1% | -1.0% |
| 30D | -1.3% | -13.6% | +12.3% | -0.8% |
| 3M | -3.2% | +7.2% | -10.4% | -3.5% |
| 6M | -2.1% | +1.5% | -3.6% | -2.4% |
| All | -2.1% | -1.0% | -1.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 6mo: compounded portfolio wealth divided by compounded BBIO 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…
6mo analysis · Full analysis span regression · 6 months rolling