+123.8%
LQD vs BIDU
+1,294.4%
-1,170.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | 0.0% | -2.4% | +2.4% | 0.0% |
| 30D | -0.2% | -16.0% | +15.8% | 0.0% |
| 3M | -1.7% | -24.0% | +22.3% | -1.3% |
| 6M | -2.7% | -24.9% | +22.2% | -2.3% |
| YTD | -1.4% | -29.6% | +28.1% | -1.0% |
| 1Y | -1.0% | -15.2% | +14.2% | -0.9% |
| 3Y | +15.1% | -32.2% | +47.2% | +15.2% |
| 5Y | -5.2% | -43.8% | +38.6% | -5.3% |
| 10Y | +23.3% | -49.5% | +72.8% | +22.7% |
| All | +123.8% | +1,294.4% | -1,170.6% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling