+9.2%
LQD vs ALAB
+449.6%
-440.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.1% |
| 7D | +0.2% | +3.2% | -2.9% | +0.2% |
| 30D | -0.6% | -13.6% | +13.0% | -0.5% |
| 3M | -1.2% | -16.6% | +15.4% | -1.2% |
| 6M | -1.9% | +142.3% | -144.3% | -2.6% |
| YTD | -1.3% | +73.6% | -74.9% | -1.8% |
| 1Y | -1.0% | +33.7% | -34.7% | -1.5% |
| All | +9.2% | +449.6% | -440.4% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling