-5.2%
LQD vs ACM
+2.7%
-7.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | 0.0% | -3.7% | +3.6% | +0.2% |
| 30D | -0.2% | -12.7% | +12.5% | +0.5% |
| 3M | -1.7% | -9.8% | +8.1% | -1.2% |
| 6M | -2.7% | -31.4% | +28.7% | -0.8% |
| YTD | -1.4% | -32.1% | +30.7% | +0.4% |
| 1Y | -1.0% | -47.8% | +46.8% | +2.5% |
| 3Y | +15.1% | -22.1% | +37.1% | +15.0% |
| 5Y | -5.2% | +1.8% | -7.0% | -6.8% |
| All | -5.2% | +2.7% | -7.9% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling