-5.2%
LQD vs ALB
-43.9%
+38.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | -0.1% |
| 7D | 0.0% | -8.6% | +8.6% | +0.2% |
| 30D | -0.2% | -4.0% | +3.8% | -0.1% |
| 3M | -1.7% | -17.4% | +15.7% | -1.2% |
| 6M | -2.7% | -25.4% | +22.7% | -2.1% |
| YTD | -1.4% | -10.5% | +9.1% | -1.5% |
| 1Y | -1.0% | +75.8% | -76.8% | -3.4% |
| 3Y | +15.1% | -28.5% | +43.6% | +14.5% |
| 5Y | -5.2% | -45.1% | +39.9% | -5.6% |
| All | -5.2% | -43.9% | +38.7% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling