+151.6%
LQD vs AGI
+5,453.2%
-5,301.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | 0.0% | +2.2% | -2.3% | -0.1% |
| 30D | -0.2% | +11.3% | -11.5% | -0.4% |
| 3M | -1.7% | +5.6% | -7.3% | -1.8% |
| 6M | -2.7% | -27.7% | +25.0% | -2.3% |
| YTD | -1.4% | -4.1% | +2.7% | -1.6% |
| 1Y | -1.0% | +13.8% | -14.8% | -1.5% |
| 3Y | +15.1% | +217.0% | -202.0% | +12.2% |
| 5Y | -5.2% | +404.3% | -409.5% | -8.3% |
| 10Y | +23.3% | +400.5% | -377.2% | +18.4% |
| All | +151.6% | +5,453.2% | -5,301.6% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling