+14.2%
LQD vs AGI
+206.1%
-191.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -2.7% | +1.6% | -1.0% |
| 30D | -1.3% | +7.2% | -8.5% | -1.6% |
| 3M | -3.2% | +4.3% | -7.5% | -3.5% |
| 6M | -2.1% | -27.1% | +25.0% | -1.3% |
| YTD | -2.4% | -6.6% | +4.3% | -2.5% |
| 1Y | -2.7% | +9.5% | -12.2% | -3.7% |
| 3Y | +14.2% | +208.4% | -194.3% | +3.5% |
| All | +14.2% | +206.1% | -191.9% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling