+114.0%
LQD vs AG
+439.9%
-325.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.2% | +4.5% | -4.2% | +0.2% |
| 30D | -0.6% | +12.9% | -13.5% | -0.9% |
| 3M | -1.2% | +20.9% | -22.2% | -1.7% |
| 6M | -1.9% | -19.5% | +17.6% | -1.7% |
| YTD | -1.3% | +24.8% | -26.1% | -2.1% |
| 1Y | -1.0% | +120.2% | -121.3% | -3.2% |
| 3Y | +15.2% | +279.0% | -263.8% | +10.7% |
| 5Y | -4.4% | +67.9% | -72.3% | -7.3% |
| 10Y | +22.6% | +57.5% | -34.9% | +17.2% |
| All | +114.0% | +439.9% | -325.9% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling