+122.0%
LQD vs BLDR
+380.2%
-258.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | 0.0% | -2.7% | +2.7% | 0.0% |
| 30D | -0.2% | -14.7% | +14.5% | +0.1% |
| 3M | -1.7% | -20.8% | +19.1% | -1.4% |
| 6M | -2.7% | -35.3% | +32.7% | -2.1% |
| YTD | -1.4% | -40.3% | +38.9% | -0.7% |
| 1Y | -1.0% | -56.3% | +55.3% | +0.2% |
| 3Y | +15.1% | -56.1% | +71.2% | +16.1% |
| 5Y | -5.2% | +12.9% | -18.1% | -5.6% |
| 10Y | +23.3% | +386.5% | -363.1% | +20.7% |
| All | +122.0% | +380.2% | -258.2% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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