-2.9%
LQD vs AGI
-31.3%
+28.4%
-3.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | -1.1% | -5.4% | +4.3% | -0.8% |
| 30D | -1.1% | +6.6% | -7.8% | -1.4% |
| 3M | -2.3% | +8.2% | -10.5% | -2.8% |
| 6M | -2.9% | -29.3% | +26.4% | -1.0% |
| All | -2.9% | -31.3% | +28.4% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling