-1.9%
LQD vs ACI
-18.4%
+16.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.8% | +0.7% |
| 7D | +0.4% | +4.5% | -4.1% | +0.4% |
| 30D | +2.6% | +20.9% | -18.2% | +2.5% |
| 3M | -1.7% | +15.2% | -17.0% | -1.8% |
| 6M | -1.9% | -13.3% | +11.4% | -2.2% |
| YTD | -2.2% | -16.2% | +14.0% | -2.3% |
| 1Y | -1.9% | -16.9% | +15.0% | -2.0% |
| All | -1.9% | -18.4% | +16.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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