+46.6%
LQD vs BURL
+1,051.1%
-1,004.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | -0.8% | -28.2% | +27.4% | +0.1% |
| 3M | -1.9% | -17.6% | +15.7% | -1.4% |
| 6M | -2.7% | -11.8% | +9.1% | -2.4% |
| YTD | -1.3% | -8.1% | +6.9% | -1.2% |
| 1Y | 0.0% | -12.0% | +11.9% | +0.1% |
| 3Y | +14.9% | +63.3% | -48.4% | +12.7% |
| 5Y | -4.6% | -10.8% | +6.3% | -5.9% |
| 10Y | +22.0% | +215.9% | -193.9% | +19.0% |
| All | +46.6% | +1,051.1% | -1,004.5% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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