+186.8%
LQD vs BRKR
+1,341.2%
-1,154.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | -8.7% | +7.6% | -1.0% |
| 30D | -1.3% | -9.9% | +8.6% | -1.2% |
| 3M | -3.2% | -3.1% | -0.1% | -3.2% |
| 6M | -2.1% | +45.5% | -47.6% | -2.8% |
| YTD | -2.4% | +13.7% | -16.0% | -2.7% |
| 1Y | -2.7% | +67.4% | -70.1% | -3.5% |
| 3Y | +14.2% | -13.2% | +27.4% | +13.8% |
| 5Y | -5.8% | -39.5% | +33.7% | -6.0% |
| 10Y | +22.2% | +153.5% | -131.3% | +21.0% |
| All | +186.8% | +1,341.2% | -1,154.5% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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