+9.0%
LQD vs ALAB
+471.8%
-462.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.2% |
| 7D | 0.0% | +9.6% | -9.7% | -0.1% |
| 30D | -0.2% | -5.3% | +5.1% | -0.2% |
| 3M | -1.7% | -12.0% | +10.4% | -1.7% |
| 6M | -2.7% | +145.7% | -148.4% | -3.3% |
| YTD | -1.4% | +80.7% | -82.1% | -2.0% |
| 1Y | -1.0% | +40.1% | -41.1% | -1.5% |
| All | +9.0% | +471.8% | -462.8% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling