-1.9%
LQD vs BNS
+52.0%
-53.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.5% |
| 7D | +0.4% | +2.0% | -1.6% | +0.2% |
| 30D | +2.6% | +7.8% | -5.1% | +1.9% |
| 3M | -1.7% | +11.7% | -13.4% | -2.7% |
| 6M | -1.9% | +28.2% | -30.2% | -4.3% |
| YTD | -2.2% | +34.8% | -37.0% | -5.4% |
| 1Y | -1.9% | +51.1% | -52.9% | -5.8% |
| All | -1.9% | +52.0% | -53.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling