+186.9%
LQD vs BKR
+363.5%
-176.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.8% |
| 7D | -1.1% | -6.7% | +5.6% | -1.0% |
| 30D | -1.1% | -8.3% | +7.2% | -1.0% |
| 3M | -2.3% | -5.4% | +3.1% | -2.3% |
| 6M | -2.9% | +0.8% | -3.7% | -3.0% |
| YTD | -2.3% | +31.8% | -34.2% | -2.8% |
| 1Y | -2.2% | +28.6% | -30.8% | -2.7% |
| 3Y | +14.0% | +71.2% | -57.2% | +12.7% |
| 5Y | -5.8% | +179.2% | -185.0% | -7.8% |
| 10Y | +22.2% | +124.0% | -101.7% | +18.1% |
| All | +186.9% | +363.5% | -176.6% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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