+186.8%
LQD vs BRO
+1,085.4%
-898.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | -7.3% | +6.2% | -0.9% |
| 30D | -1.3% | -6.9% | +5.6% | -1.1% |
| 3M | -3.2% | +10.7% | -13.9% | -3.5% |
| 6M | -2.1% | -2.7% | +0.6% | -2.1% |
| YTD | -2.4% | -16.3% | +14.0% | -1.9% |
| 1Y | -2.7% | -29.1% | +26.4% | -1.8% |
| 3Y | +14.2% | -7.8% | +22.0% | +14.2% |
| 5Y | -5.8% | +18.7% | -24.5% | -6.6% |
| 10Y | +22.2% | +291.9% | -269.7% | +19.8% |
| All | +186.8% | +1,085.4% | -898.7% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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