+22.2%
LQD vs ACM
+134.0%
-111.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -1.1% | -4.6% | +3.5% | -0.9% |
| 30D | -1.3% | +4.1% | -5.4% | -1.5% |
| 3M | -3.2% | -8.3% | +5.1% | -2.9% |
| 6M | -2.1% | -30.1% | +27.9% | -0.6% |
| YTD | -2.4% | -32.6% | +30.3% | -0.8% |
| 1Y | -2.7% | -49.6% | +46.9% | +0.3% |
| 3Y | +14.2% | -23.0% | +37.2% | +14.8% |
| 5Y | -5.8% | +2.0% | -7.8% | -6.7% |
| All | +22.2% | +134.0% | -111.9% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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