+15.2%
LQD vs ALB
-27.5%
+42.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | +0.2% | -4.4% | +4.7% | +0.3% |
| 30D | -0.6% | -1.2% | +0.6% | -0.6% |
| 3M | -1.2% | -13.3% | +12.1% | -0.9% |
| 6M | -1.9% | -19.8% | +17.8% | -1.6% |
| YTD | -1.3% | -7.9% | +6.7% | -1.4% |
| 1Y | -1.0% | +60.2% | -61.2% | -2.8% |
| 3Y | +15.2% | -26.4% | +41.7% | +15.0% |
| All | +15.2% | -27.5% | +42.7% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling