+189.9%
LQD vs BP
+221.2%
-31.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.4% | +3.9% | -4.3% | -0.5% |
| 30D | -0.8% | +7.6% | -8.4% | -0.9% |
| 3M | -1.9% | +0.7% | -2.6% | -2.0% |
| 6M | -2.7% | +15.5% | -18.1% | -3.1% |
| YTD | -1.3% | +30.8% | -32.1% | -2.1% |
| 1Y | 0.0% | +34.3% | -34.3% | -0.9% |
| 3Y | +14.9% | +35.1% | -20.1% | +13.6% |
| 5Y | -4.6% | +126.8% | -131.4% | -7.2% |
| 10Y | +22.0% | +123.4% | -101.4% | +17.3% |
| All | +189.9% | +221.2% | -31.2% | +179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling