-4.7%
LQD vs ABCL
-81.9%
+77.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | 0.0% | -2.7% | +2.7% | 0.0% |
| 30D | -0.2% | +18.3% | -18.5% | -0.7% |
| 3M | -1.7% | +108.5% | -110.2% | -3.7% |
| 6M | -2.7% | +213.9% | -216.6% | -5.8% |
| YTD | -1.4% | +223.1% | -224.5% | -4.9% |
| 1Y | -1.0% | +160.6% | -161.6% | -4.1% |
| 3Y | +15.1% | +104.3% | -89.2% | +11.0% |
| 5Y | -5.2% | -40.0% | +34.9% | -7.1% |
| All | -4.7% | -81.9% | +77.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling