-6.2%
LQD vs BROS
+35.1%
-41.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | -5.8% | +4.7% | -0.9% |
| 30D | -1.3% | -14.0% | +12.7% | -0.9% |
| 3M | -3.2% | -32.5% | +29.3% | -2.3% |
| 6M | -2.1% | -14.9% | +12.8% | -1.9% |
| YTD | -2.4% | -28.3% | +25.9% | -1.8% |
| 1Y | -2.7% | -34.0% | +31.3% | -1.9% |
| 3Y | +14.2% | +63.0% | -48.8% | +11.1% |
| All | -6.2% | +35.1% | -41.3% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling