+189.9%
LQD vs AA
+5.2%
+184.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | -0.8% | +5.0% | -5.7% | -0.9% |
| 3M | -1.9% | -35.8% | +33.9% | -1.2% |
| 6M | -2.7% | -18.4% | +15.7% | -2.4% |
| YTD | -1.3% | -5.5% | +4.2% | -1.4% |
| 1Y | 0.0% | +61.0% | -61.0% | -1.1% |
| 3Y | +14.9% | +66.2% | -51.3% | +13.1% |
| 5Y | -4.6% | +11.4% | -15.9% | -5.9% |
| 10Y | +22.0% | +116.9% | -94.9% | +16.9% |
| All | +189.9% | +5.2% | +184.8% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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