-6.0%
LQD vs BIDU
-44.1%
+38.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.1% | -8.1% | +7.0% | -0.9% |
| 30D | -1.3% | -12.8% | +11.5% | -0.9% |
| 3M | -3.2% | -21.3% | +18.1% | -2.6% |
| 6M | -2.1% | -27.0% | +24.8% | -1.4% |
| YTD | -2.4% | -30.0% | +27.7% | -1.5% |
| 1Y | -2.7% | -18.3% | +15.6% | -2.5% |
| 3Y | +14.2% | -33.8% | +48.0% | +14.6% |
| All | -6.0% | -44.1% | +38.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 5y: compounded portfolio wealth divided by compounded BIDU 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…
5y analysis · Full analysis span regression · 6 months rolling