+14.2%
LQD vs BTI
+108.0%
-93.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | -1.1% | -3.4% | +2.3% | -0.9% |
| 3M | -2.3% | -9.0% | +6.6% | -1.8% |
| 6M | -2.9% | -5.0% | +2.1% | -2.7% |
| YTD | -2.3% | -0.3% | -2.0% | -2.5% |
| 1Y | -2.2% | +3.1% | -5.3% | -2.6% |
| All | +14.2% | +108.0% | -93.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 3y: compounded portfolio wealth divided by compounded BTI 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…
3y analysis · Full analysis span regression · 6 months rolling