+112.9%
LQD vs BIL
+30.4%
+82.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.1% |
| 30D | -0.8% | +0.3% | -1.1% | +0.2% |
| 3M | -1.9% | +0.9% | -2.9% | +0.9% |
| 6M | -2.7% | +1.8% | -4.5% | +2.9% |
| YTD | -1.3% | +2.4% | -3.7% | +6.2% |
| 1Y | 0.0% | +3.7% | -3.7% | +11.7% |
| 3Y | +14.9% | +14.2% | +0.7% | +72.8% |
| 5Y | -4.6% | +19.4% | -24.0% | +65.9% |
| 10Y | +22.0% | +25.2% | -3.2% | +149.0% |
| All | +112.9% | +30.4% | +82.5% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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