-4.4%
LQD vs ACGL
+158.6%
-163.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | +0.2% | -2.9% | +3.2% | +0.3% |
| 30D | -0.6% | -2.8% | +2.2% | -0.5% |
| 3M | -1.2% | +6.8% | -8.0% | -1.4% |
| 6M | -1.9% | -1.5% | -0.4% | -1.9% |
| YTD | -1.3% | -0.2% | -1.0% | -1.3% |
| 1Y | -1.0% | +5.3% | -6.3% | -1.2% |
| 3Y | +15.2% | +30.3% | -15.0% | +14.4% |
| 5Y | -4.4% | +151.8% | -156.2% | -7.6% |
| All | -4.4% | +158.6% | -163.0% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling