+22.2%
LQD vs BP
+137.7%
-115.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.1% | +5.2% | -6.3% | -1.3% |
| 30D | -1.3% | +8.7% | -10.0% | -1.6% |
| 3M | -3.2% | +9.3% | -12.5% | -3.5% |
| 6M | -2.1% | +13.6% | -15.7% | -2.6% |
| YTD | -2.4% | +37.7% | -40.0% | -3.6% |
| 1Y | -2.7% | +40.6% | -43.3% | -4.0% |
| 3Y | +14.2% | +40.3% | -26.1% | +12.3% |
| 5Y | -5.8% | +141.4% | -147.2% | -10.2% |
| All | +22.2% | +137.7% | -115.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling