-6.2%
LQD vs BROS
+33.7%
-39.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | -1.1% | -6.1% | +5.0% | -0.9% |
| 30D | -1.1% | -12.4% | +11.2% | -0.8% |
| 3M | -2.3% | -27.9% | +25.6% | -1.6% |
| 6M | -2.9% | -16.8% | +13.9% | -2.6% |
| YTD | -2.3% | -29.0% | +26.7% | -1.7% |
| 1Y | -2.2% | -33.2% | +31.0% | -1.5% |
| 3Y | +14.0% | +56.8% | -42.7% | +11.0% |
| All | -6.2% | +33.7% | -39.8% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling