+184.9%
LQD vs ALB
+799.1%
-614.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -1.6% | -5.8% | +4.1% | -1.5% |
| 30D | +0.5% | -4.5% | +5.1% | +0.6% |
| 3M | -2.3% | -28.1% | +25.8% | -1.7% |
| 6M | -3.1% | -53.2% | +50.1% | -1.8% |
| YTD | -3.0% | -33.3% | +30.3% | -2.5% |
| 1Y | -2.6% | -17.4% | +14.9% | -2.5% |
| 3Y | +15.2% | -14.1% | +29.3% | +14.3% |
| 5Y | -5.2% | -64.0% | +58.9% | -4.8% |
| 10Y | +24.6% | +32.8% | -8.3% | +22.2% |
| All | +184.9% | +799.1% | -614.2% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling