-5.2%
LQD vs ACI
-43.7%
+38.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | 0.0% | -5.0% | +5.0% | +0.1% |
| 30D | -0.2% | -2.3% | +2.1% | -0.1% |
| 3M | -1.7% | -23.2% | +21.5% | -1.1% |
| 6M | -2.7% | -29.5% | +26.8% | -1.9% |
| YTD | -1.4% | -28.6% | +27.2% | -0.7% |
| 1Y | -1.0% | -34.0% | +33.0% | 0.0% |
| 3Y | +15.1% | -45.0% | +60.0% | +16.8% |
| 5Y | -5.2% | -44.0% | +38.8% | -4.6% |
| All | -5.2% | -43.7% | +38.5% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling