+22.6%
LQD vs ACWI
+226.0%
-203.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.2% | +1.1% | -0.8% | +0.1% |
| 30D | -0.6% | -0.2% | -0.4% | -0.6% |
| 3M | -1.2% | +4.7% | -5.9% | -2.0% |
| 6M | -1.9% | +14.5% | -16.4% | -4.3% |
| YTD | -1.3% | +14.6% | -15.9% | -3.6% |
| 1Y | -1.0% | +21.4% | -22.5% | -4.4% |
| 3Y | +15.2% | +77.6% | -62.4% | +4.0% |
| 5Y | -4.4% | +68.1% | -72.5% | -13.7% |
| 10Y | +22.6% | +226.1% | -203.5% | +1.2% |
| All | +22.6% | +226.0% | -203.4% | +1.2% |
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