+22.2%
LQD vs ABT
+201.3%
-179.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | 0.0% |
| 7D | -1.1% | -5.9% | +4.8% | -0.7% |
| 30D | -1.3% | -8.1% | +6.8% | -0.8% |
| 3M | -3.2% | +14.5% | -17.7% | -4.1% |
| 6M | -2.1% | -6.3% | +4.2% | -1.8% |
| YTD | -2.4% | -17.1% | +14.8% | -1.3% |
| 1Y | -2.7% | -21.4% | +18.7% | -1.3% |
| 3Y | +14.2% | +5.9% | +8.3% | +13.2% |
| 5Y | -5.8% | -12.8% | +7.0% | -6.0% |
| All | +22.2% | +201.3% | -179.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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