+189.9%
LQD vs SBAC
+12,527.1%
-12,337.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -0.6% | +3.2% | -3.8% | -0.7% |
| 3M | -1.2% | -5.1% | +3.8% | -1.1% |
| 6M | -1.9% | -2.1% | +0.2% | -2.0% |
| YTD | -1.3% | -0.5% | -0.8% | -1.4% |
| 1Y | -1.0% | +1.1% | -2.1% | -1.1% |
| 3Y | +15.2% | -7.4% | +22.7% | +15.2% |
| 5Y | -4.4% | -44.3% | +39.9% | -3.9% |
| 10Y | +22.6% | +77.6% | -55.0% | +22.0% |
| All | +189.9% | +12,527.1% | -12,337.1% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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