+14.2%
LQD vs BR
-5.3%
+19.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.1% | -3.0% | +1.9% | -0.9% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | -3.2% | +17.3% | -20.5% | -4.5% |
| 6M | -2.1% | -6.7% | +4.6% | -1.4% |
| YTD | -2.4% | -23.4% | +21.1% | +0.5% |
| 1Y | -2.7% | -32.7% | +30.0% | +1.7% |
| 3Y | +14.2% | -5.9% | +20.1% | +12.5% |
| All | +14.2% | -5.3% | +19.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling