-2.6%
LQD vs ALAB
+43.1%
-45.7%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.2% |
| 7D | -1.6% | +16.3% | -18.0% | -1.8% |
| 30D | +0.5% | -26.1% | +26.7% | +0.8% |
| 3M | -2.3% | -31.3% | +29.0% | -2.1% |
| 6M | -3.1% | -1.0% | -2.0% | -3.2% |
| YTD | -3.0% | +33.3% | -36.3% | -3.6% |
| 1Y | -2.6% | +53.5% | -56.1% | -3.3% |
| All | -2.6% | +43.1% | -45.7% | -3.3% |
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