-4.9%
LQD vs BN
+32.2%
-37.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | 0.0% | -3.0% | +3.0% | +0.3% |
| 30D | -0.2% | -13.0% | +12.8% | +1.4% |
| 3M | -1.7% | -15.2% | +13.5% | +0.1% |
| 6M | -2.7% | -5.9% | +3.2% | -2.2% |
| YTD | -1.4% | -15.8% | +14.4% | +0.2% |
| 1Y | -1.0% | -12.2% | +11.2% | 0.0% |
| 3Y | +15.1% | +72.2% | -57.1% | +5.3% |
| All | -4.9% | +32.2% | -37.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling