+189.9%
LQD vs BEN
+532.4%
-342.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -0.8% | -0.5% | -0.2% | -0.8% |
| 3M | -1.9% | +9.7% | -11.6% | -2.1% |
| 6M | -2.7% | +33.9% | -36.6% | -3.2% |
| YTD | -1.3% | +49.0% | -50.2% | -2.1% |
| 1Y | 0.0% | +42.1% | -42.1% | -0.8% |
| 3Y | +14.9% | +51.9% | -37.0% | +13.7% |
| 5Y | -4.6% | +39.0% | -43.6% | -5.7% |
| 10Y | +22.0% | +57.9% | -35.9% | +20.3% |
| All | +189.9% | +532.4% | -342.4% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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