+186.8%
LQD vs AJG
+1,653.5%
-1,466.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.1% | -8.3% | +7.2% | -0.9% |
| 30D | -1.3% | -5.7% | +4.4% | -1.2% |
| 3M | -3.2% | +9.1% | -12.3% | -3.4% |
| 6M | -2.1% | +15.2% | -17.3% | -2.4% |
| YTD | -2.4% | -6.3% | +3.9% | -2.3% |
| 1Y | -2.7% | -19.1% | +16.4% | -2.3% |
| 3Y | +14.2% | +8.2% | +6.0% | +13.8% |
| 5Y | -5.8% | +75.6% | -81.4% | -6.9% |
| 10Y | +22.2% | +471.1% | -449.0% | +21.4% |
| All | +186.8% | +1,653.5% | -1,466.8% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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