+2.8%
LQD vs BIYA
-99.8%
+102.5%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -1.1% | -1.3% | +0.2% | -1.1% |
| 30D | -1.1% | -15.9% | +14.8% | -1.1% |
| 3M | -2.3% | -81.2% | +78.9% | -2.3% |
| 6M | -2.9% | -88.2% | +85.3% | -2.8% |
| YTD | -2.3% | -94.1% | +91.8% | -2.1% |
| 1Y | -2.2% | -98.7% | +96.5% | -1.4% |
| All | +2.8% | -99.8% | +102.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling