+25.2%
LQD vs ACM
+132.6%
-107.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.6% | +5.6% | -7.3% | -1.9% |
| 30D | +0.5% | +20.8% | -20.3% | -0.5% |
| 3M | -2.3% | +11.4% | -13.7% | -2.9% |
| 6M | -3.1% | +0.9% | -4.0% | -3.3% |
| YTD | -3.0% | -24.8% | +21.8% | -1.8% |
| 1Y | -2.6% | -46.4% | +43.9% | +0.4% |
| 3Y | +15.2% | -9.2% | +24.4% | +14.8% |
| 5Y | -5.2% | +5.0% | -10.1% | -6.5% |
| All | +25.2% | +132.6% | -107.4% | +18.1% |
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