+23.3%
LQD vs ACGL
+270.1%
-246.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | 0.0% | -2.1% | +2.1% | 0.0% |
| 30D | -0.2% | -2.2% | +2.0% | -0.1% |
| 3M | -1.7% | +6.3% | -8.0% | -1.9% |
| 6M | -2.7% | +0.5% | -3.2% | -2.7% |
| YTD | -1.4% | +0.2% | -1.6% | -1.5% |
| 1Y | -1.0% | +7.3% | -8.3% | -1.3% |
| 3Y | +15.1% | +30.8% | -15.8% | +13.5% |
| 5Y | -5.2% | +155.8% | -161.0% | -9.4% |
| 10Y | +23.3% | +276.3% | -253.0% | +18.5% |
| All | +23.3% | +270.1% | -246.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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