-2.2%
LQD vs ALAB
+26.2%
-28.4%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.9% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | -1.1% | -8.8% | +7.7% | -1.1% |
| 3M | -2.3% | -14.0% | +11.7% | -2.3% |
| 6M | -2.9% | +144.3% | -147.2% | -3.1% |
| YTD | -2.3% | +71.0% | -73.3% | -2.6% |
| 1Y | -2.2% | +23.5% | -25.7% | -2.7% |
| All | -2.2% | +26.2% | -28.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling