-1.9%
LQD vs BDX
+54.0%
-55.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | +0.4% |
| 7D | +0.4% | +7.2% | -6.8% | 0.0% |
| 30D | +2.6% | +15.8% | -13.2% | +1.9% |
| 3M | -1.7% | +23.7% | -25.4% | -2.7% |
| 6M | -1.9% | +44.8% | -46.8% | -3.7% |
| YTD | -2.2% | +39.8% | -42.0% | -4.0% |
| 1Y | -1.9% | +52.3% | -54.2% | -4.4% |
| All | -1.9% | +54.0% | -55.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling