+24.8%
LQD vs ACWI
+220.7%
-195.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | +1.4% | -3.3% | +4.7% | +2.0% |
| 3M | -1.1% | -3.4% | +2.3% | -0.6% |
| 6M | -2.9% | +0.8% | -3.7% | -3.1% |
| YTD | -2.3% | +10.7% | -13.0% | -4.2% |
| 1Y | -2.1% | +11.6% | -13.7% | -4.1% |
| 3Y | +15.9% | +73.4% | -57.4% | +5.0% |
| 5Y | -4.9% | +60.2% | -65.1% | -13.5% |
| 10Y | +24.8% | +221.6% | -196.7% | +2.8% |
| All | +24.8% | +220.7% | -195.9% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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