-5.2%
LQD vs BP
+141.6%
-146.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.2% |
| 7D | 0.0% | +4.0% | -4.0% | 0.0% |
| 30D | -0.2% | +7.8% | -8.0% | -0.2% |
| 3M | -1.7% | +8.4% | -10.1% | -1.6% |
| 6M | -2.7% | +15.1% | -17.7% | -2.7% |
| YTD | -1.4% | +36.4% | -37.8% | -1.6% |
| 1Y | -1.0% | +40.9% | -41.9% | -1.2% |
| 3Y | +15.1% | +38.8% | -23.8% | +14.4% |
| 5Y | -5.2% | +141.1% | -146.3% | -4.6% |
| All | -5.2% | +141.6% | -146.8% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling