-5.8%
LQD vs AG
+64.4%
-70.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.7% |
| 7D | -1.1% | -5.8% | +4.7% | -0.9% |
| 30D | -1.1% | +6.4% | -7.5% | -1.4% |
| 3M | -2.3% | +28.4% | -30.7% | -3.3% |
| 6M | -2.9% | -24.5% | +21.6% | -2.4% |
| YTD | -2.3% | +21.2% | -23.5% | -3.7% |
| 1Y | -2.2% | +114.1% | -116.3% | -5.9% |
| 3Y | +14.0% | +268.0% | -254.0% | +5.3% |
| 5Y | -5.8% | +67.3% | -73.1% | -11.2% |
| All | -5.8% | +64.4% | -70.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling