-2.7%
LQD vs ABT
-19.6%
+16.9%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | 0.0% |
| 7D | -1.1% | -5.9% | +4.8% | -0.9% |
| 30D | -1.3% | -8.1% | +6.8% | -1.1% |
| 3M | -3.2% | +14.5% | -17.7% | -3.6% |
| 6M | -2.1% | -6.3% | +4.2% | -1.7% |
| YTD | -2.4% | -17.1% | +14.8% | -1.8% |
| 1Y | -2.7% | -21.4% | +18.7% | -2.4% |
| All | -2.7% | -19.6% | +16.9% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling