+22.2%
LQD vs BBWI
-55.0%
+77.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.2% |
| 7D | -1.1% | -4.8% | +3.7% | -1.0% |
| 30D | -1.3% | +3.5% | -4.8% | -1.4% |
| 3M | -3.2% | -0.3% | -2.9% | -3.3% |
| 6M | -2.1% | -5.4% | +3.2% | -2.2% |
| YTD | -2.4% | -4.7% | +2.4% | -2.5% |
| 1Y | -2.7% | -30.5% | +27.8% | -2.1% |
| 3Y | +14.2% | -44.3% | +58.5% | +14.8% |
| 5Y | -5.8% | -66.9% | +61.1% | -4.9% |
| All | +22.2% | -55.0% | +77.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling