+7.8%
LQD vs BTSG
+389.4%
-381.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -1.1% | -3.3% | +2.2% | -1.0% |
| 30D | -1.3% | -1.6% | +0.3% | -1.3% |
| 3M | -3.2% | -6.9% | +3.7% | -3.1% |
| 6M | -2.1% | +42.1% | -44.2% | -3.2% |
| YTD | -2.4% | +56.8% | -59.2% | -3.7% |
| 1Y | -2.7% | +109.8% | -112.5% | -4.7% |
| All | +7.8% | +389.4% | -381.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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