+189.9%
LQD vs BWA
+1,307.9%
-1,118.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.2% | +4.3% | -4.0% | +0.2% |
| 30D | -0.6% | -2.9% | +2.3% | -0.5% |
| 3M | -1.2% | -12.4% | +11.2% | -1.0% |
| 6M | -1.9% | +28.6% | -30.5% | -2.4% |
| YTD | -1.3% | +48.2% | -49.5% | -2.0% |
| 1Y | -1.0% | +50.9% | -51.9% | -1.8% |
| 3Y | +15.2% | +72.2% | -56.9% | +13.9% |
| 5Y | -4.4% | +91.1% | -95.5% | -5.8% |
| 10Y | +22.6% | +144.0% | -121.4% | +20.0% |
| All | +189.9% | +1,307.9% | -1,118.0% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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