+22.2%
LQD vs AG
+68.4%
-46.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -1.1% | -6.7% | +5.6% | -0.9% |
| 30D | -1.3% | +2.2% | -3.5% | -1.4% |
| 3M | -3.2% | +15.7% | -18.9% | -3.8% |
| 6M | -2.1% | -23.8% | +21.7% | -1.7% |
| YTD | -2.4% | +17.6% | -20.0% | -3.5% |
| 1Y | -2.7% | +88.6% | -91.3% | -5.6% |
| 3Y | +14.2% | +253.4% | -239.2% | +6.9% |
| 5Y | -5.8% | +62.4% | -68.2% | -10.3% |
| All | +22.2% | +68.4% | -46.2% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling