+22.2%
LQD vs ALB
+84.6%
-62.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.8% |
| 7D | -1.1% | -7.6% | +6.5% | -0.9% |
| 30D | -1.1% | -5.6% | +4.5% | -1.0% |
| 3M | -2.3% | -16.8% | +14.5% | -2.0% |
| 6M | -2.9% | -26.3% | +23.4% | -2.3% |
| YTD | -2.3% | -13.2% | +10.9% | -2.3% |
| 1Y | -2.2% | +68.8% | -71.0% | -4.1% |
| 3Y | +14.0% | -30.7% | +44.7% | +13.5% |
| 5Y | -5.8% | -46.3% | +40.5% | -6.0% |
| All | +22.2% | +84.6% | -62.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling