+189.9%
LQD vs ABT
+1,009.1%
-819.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | +0.2% | -3.1% | +3.4% | +0.4% |
| 30D | -0.6% | -2.1% | +1.5% | -0.5% |
| 3M | -1.2% | +17.4% | -18.6% | -1.8% |
| 6M | -1.9% | -2.4% | +0.5% | -1.9% |
| YTD | -1.3% | -14.2% | +12.9% | -0.8% |
| 1Y | -1.0% | -18.3% | +17.3% | -0.4% |
| 3Y | +15.2% | +11.5% | +3.7% | +14.5% |
| 5Y | -4.4% | -9.9% | +5.5% | -4.6% |
| 10Y | +22.6% | +204.4% | -181.8% | +19.5% |
| All | +189.9% | +1,009.1% | -819.2% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling