-6.0%
LQD vs BNS
+94.7%
-100.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -1.3% | +3.5% | -4.7% | -1.8% |
| 3M | -3.2% | +14.1% | -17.3% | -5.1% |
| 6M | -2.1% | +33.8% | -35.9% | -6.2% |
| YTD | -2.4% | +29.5% | -31.8% | -6.0% |
| 1Y | -2.7% | +48.4% | -51.1% | -8.2% |
| 3Y | +14.2% | +129.6% | -115.4% | +0.7% |
| All | -6.0% | +94.7% | -100.7% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling