+186.9%
LQD vs BDX
+1,133.5%
-946.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -1.1% | -5.4% | +4.3% | -0.9% |
| 30D | -1.1% | -2.2% | +1.1% | -1.1% |
| 3M | -2.3% | +20.1% | -22.4% | -3.0% |
| 6M | -2.9% | +9.1% | -11.9% | -3.2% |
| YTD | -2.3% | +17.9% | -20.2% | -3.0% |
| 1Y | -2.2% | +22.1% | -24.2% | -3.0% |
| 3Y | +14.0% | -10.5% | +24.6% | +14.0% |
| 5Y | -5.8% | -2.6% | -3.2% | -6.1% |
| 10Y | +22.2% | +57.5% | -35.3% | +20.4% |
| All | +186.9% | +1,133.5% | -946.6% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling