+107.0%
LQD vs BTG
+373.5%
-266.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.1% | -3.8% | +2.7% | -1.0% |
| 30D | -1.3% | +3.6% | -4.9% | -1.4% |
| 3M | -3.2% | +32.0% | -35.2% | -4.0% |
| 6M | -2.1% | +3.4% | -5.5% | -2.4% |
| YTD | -2.4% | +20.8% | -23.1% | -3.1% |
| 1Y | -2.7% | +22.4% | -25.1% | -3.6% |
| 3Y | +14.2% | +91.7% | -77.5% | +11.4% |
| 5Y | -5.8% | +79.0% | -84.8% | -8.3% |
| 10Y | +22.2% | +152.6% | -130.4% | +17.2% |
| All | +107.0% | +373.5% | -266.5% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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