+25.2%
LQD vs AG
+76.0%
-50.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -1.6% | -10.0% | +8.3% | -1.3% |
| 30D | +0.5% | -10.5% | +11.0% | +0.8% |
| 3M | -2.3% | -27.3% | +24.9% | -1.4% |
| 6M | -3.1% | -43.0% | +39.9% | -1.6% |
| YTD | -3.0% | -17.9% | +14.9% | -3.1% |
| 1Y | -2.6% | +11.9% | -14.5% | -3.8% |
| 3Y | +15.2% | +201.8% | -186.6% | +8.1% |
| 5Y | -5.2% | -0.1% | -5.1% | -8.5% |
| All | +25.2% | +76.0% | -50.8% | +15.6% |
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