+189.9%
LQD vs ACN
+1,552.4%
-1,362.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | -0.4% | -1.5% | +1.1% | -0.4% |
| 30D | -0.8% | +9.4% | -10.1% | -1.0% |
| 3M | -1.9% | +5.6% | -7.6% | -2.2% |
| 6M | -2.7% | -9.3% | +6.6% | -2.5% |
| YTD | -1.3% | -29.0% | +27.7% | -0.6% |
| 1Y | 0.0% | -24.7% | +24.6% | +0.5% |
| 3Y | +14.9% | -39.8% | +54.7% | +16.0% |
| 5Y | -4.6% | -40.9% | +36.4% | -3.9% |
| 10Y | +22.0% | +91.1% | -69.1% | +21.6% |
| All | +189.9% | +1,552.4% | -1,362.4% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling