-4.6%
LQD vs ABNB
+16.2%
-20.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | -0.1% |
| 7D | 0.0% | -7.4% | +7.4% | +0.2% |
| 30D | -0.2% | -8.2% | +8.0% | +0.1% |
| 3M | -1.7% | +29.1% | -30.8% | -2.7% |
| 6M | -2.7% | +26.6% | -29.2% | -3.7% |
| YTD | -1.4% | +25.0% | -26.4% | -2.4% |
| 1Y | -1.0% | +37.0% | -38.0% | -2.3% |
| 3Y | +15.1% | +16.3% | -1.3% | +13.5% |
| 5Y | -5.2% | +2.2% | -7.4% | -7.2% |
| All | -4.6% | +16.2% | -20.8% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling