+112.5%
LQD vs BND
+76.2%
+36.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | +0.1% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -0.2% | -0.2% | 0.0% | +0.1% |
| 3M | -1.7% | -0.7% | -1.0% | -0.9% |
| 6M | -2.7% | -1.7% | -1.0% | -0.6% |
| YTD | -1.4% | -0.5% | -0.9% | -0.7% |
| 1Y | -1.0% | +0.4% | -1.4% | -1.4% |
| 3Y | +15.1% | +13.1% | +1.9% | -0.8% |
| 5Y | -5.2% | -2.1% | -3.1% | -2.9% |
| 10Y | +23.3% | +15.7% | +7.6% | +6.1% |
| All | +112.5% | +76.2% | +36.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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