+15.3%
LQD vs ACN
-43.3%
+58.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | 0.0% | -6.3% | +6.3% | +0.1% |
| 30D | -0.2% | -1.4% | +1.2% | -0.2% |
| 3M | -1.7% | +2.6% | -4.2% | -1.7% |
| 6M | -2.7% | -14.3% | +11.6% | -2.2% |
| YTD | -1.4% | -33.1% | +31.7% | 0.0% |
| 1Y | -1.0% | -28.8% | +27.8% | +0.1% |
| All | +15.3% | -43.3% | +58.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 3y: compounded portfolio wealth divided by compounded ACN 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…
3y analysis · Full analysis span regression · 6 months rolling