-5.5%
LQD vs ABNB
+16.6%
-22.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.1% |
| 7D | -1.1% | -6.5% | +5.4% | -0.9% |
| 30D | -1.3% | -5.5% | +4.2% | -1.1% |
| 3M | -3.2% | +30.0% | -33.3% | -4.2% |
| 6M | -2.1% | +27.6% | -29.7% | -3.1% |
| YTD | -2.4% | +25.4% | -27.7% | -3.3% |
| 1Y | -2.7% | +38.3% | -41.0% | -4.0% |
| 3Y | +14.2% | +15.5% | -1.3% | +12.7% |
| 5Y | -5.8% | +3.0% | -8.8% | -7.8% |
| All | -5.5% | +16.6% | -22.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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