+184.9%
LQD vs BP
+238.9%
-53.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -1.6% | +3.8% | -5.5% | -1.7% |
| 30D | +0.5% | -5.3% | +5.8% | +0.6% |
| 3M | -2.3% | +9.3% | -11.6% | -2.5% |
| 6M | -3.1% | +7.2% | -10.3% | -3.3% |
| YTD | -3.0% | +38.0% | -41.0% | -3.9% |
| 1Y | -2.6% | +33.2% | -35.8% | -3.4% |
| 3Y | +15.2% | +50.3% | -35.1% | +13.6% |
| 5Y | -5.2% | +114.1% | -119.3% | -7.6% |
| 10Y | +24.6% | +140.7% | -116.1% | +19.6% |
| All | +184.9% | +238.9% | -53.9% | +174.2% |
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