+14.2%
LQD vs BX
+25.1%
-10.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | -1.1% | -5.6% | +4.5% | -0.7% |
| 30D | -1.3% | -12.2% | +10.9% | -0.3% |
| 3M | -3.2% | +7.4% | -10.6% | -3.8% |
| 6M | -2.1% | +22.2% | -24.3% | -3.8% |
| YTD | -2.4% | -14.0% | +11.7% | -1.5% |
| 1Y | -2.7% | -27.3% | +24.6% | -0.4% |
| 3Y | +14.2% | +24.5% | -10.4% | +6.9% |
| All | +14.2% | +25.1% | -10.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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