+2.7%
LQD vs BMNR
+245.3%
-242.7%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.5% | 0.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -1.3% | +39.9% | -41.2% | -1.3% |
| 3M | -3.2% | +51.5% | -54.7% | -3.2% |
| 6M | -2.1% | +18.9% | -21.0% | -2.2% |
| YTD | -2.4% | -7.8% | +5.5% | -2.4% |
| 1Y | -2.7% | -47.6% | +44.9% | -2.7% |
| All | +2.7% | +245.3% | -242.7% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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