+15.2%
LQD vs ABCL
+105.4%
-90.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.2% | +1.4% | -1.2% | +0.2% |
| 30D | -0.6% | +65.1% | -65.7% | -1.9% |
| 3M | -1.2% | +111.1% | -112.3% | -3.3% |
| 6M | -1.9% | +231.6% | -233.5% | -5.2% |
| YTD | -1.3% | +234.5% | -235.8% | -4.8% |
| 1Y | -1.0% | +174.3% | -175.4% | -4.3% |
| 3Y | +15.2% | +111.5% | -96.2% | +13.6% |
| All | +15.2% | +105.4% | -90.1% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling