+97.0%
LQD vs BUD
+217.8%
-120.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.3% |
| 7D | -1.6% | +1.0% | -2.7% | -1.7% |
| 30D | +0.5% | +6.7% | -6.1% | +0.2% |
| 3M | -2.3% | +5.7% | -8.0% | -2.6% |
| 6M | -3.1% | +5.8% | -8.9% | -3.3% |
| YTD | -3.0% | +34.4% | -37.4% | -4.3% |
| 1Y | -2.6% | +33.3% | -35.8% | -3.8% |
| 3Y | +15.2% | +48.8% | -33.6% | +13.0% |
| 5Y | -5.2% | +52.5% | -57.7% | -7.4% |
| 10Y | +24.6% | -4.0% | +28.5% | +20.2% |
| All | +97.0% | +217.8% | -120.8% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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