+186.8%
LQD vs BLK
+4,214.6%
-4,027.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | -1.1% | -3.3% | +2.2% | -1.0% |
| 30D | -1.3% | -6.5% | +5.2% | -1.1% |
| 3M | -3.2% | +6.7% | -10.0% | -3.4% |
| 6M | -2.1% | +14.7% | -16.9% | -2.5% |
| YTD | -2.4% | +2.5% | -4.9% | -2.5% |
| 1Y | -2.7% | -2.8% | +0.1% | -2.7% |
| 3Y | +14.2% | +65.9% | -51.7% | +12.8% |
| 5Y | -5.8% | +33.0% | -38.8% | -6.9% |
| 10Y | +22.2% | +281.2% | -259.0% | +20.1% |
| All | +186.8% | +4,214.6% | -4,027.9% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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