+189.9%
LQD vs BBWI
+292.8%
-102.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.1% |
| 7D | -0.4% | +1.5% | -1.9% | -0.4% |
| 30D | -0.8% | -5.2% | +4.4% | -0.7% |
| 3M | -1.9% | +11.1% | -13.0% | -2.1% |
| 6M | -2.7% | -13.4% | +10.7% | -2.6% |
| YTD | -1.3% | +0.1% | -1.4% | -1.4% |
| 1Y | 0.0% | -36.1% | +36.1% | +0.4% |
| 3Y | +14.9% | -44.1% | +59.0% | +15.2% |
| 5Y | -4.6% | -66.2% | +61.7% | -4.1% |
| 10Y | +22.0% | -54.8% | +76.8% | +20.0% |
| All | +189.9% | +292.8% | -102.8% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling