-6.0%
LQD vs AFL
+133.8%
-139.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -1.6% | +0.5% | -1.0% |
| 30D | -1.3% | -4.0% | +2.7% | -1.1% |
| 3M | -3.2% | -0.5% | -2.7% | -3.2% |
| 6M | -2.1% | +6.5% | -8.7% | -2.5% |
| YTD | -2.4% | +6.2% | -8.5% | -2.8% |
| 1Y | -2.7% | +8.3% | -10.9% | -3.2% |
| 3Y | +14.2% | +62.5% | -48.3% | +10.9% |
| All | -6.0% | +133.8% | -139.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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