-4.5%
LQD vs ABCL
-81.3%
+76.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.8% | +93.1% | -93.8% | -2.5% |
| 3M | -1.9% | +79.4% | -81.4% | -3.6% |
| 6M | -2.7% | +214.9% | -217.5% | -5.8% |
| YTD | -1.3% | +234.2% | -235.5% | -4.8% |
| 1Y | 0.0% | +174.8% | -174.8% | -3.3% |
| 3Y | +14.9% | +104.5% | -89.6% | +10.8% |
| 5Y | -4.6% | -39.0% | +34.4% | -6.5% |
| All | -4.5% | -81.3% | +76.7% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling