+14.2%
LQD vs ALC
+30.4%
-16.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.6% |
| 7D | -1.6% | -1.1% | -0.6% | -1.5% |
| 30D | +0.5% | +16.0% | -15.5% | -1.1% |
| 3M | -2.3% | +0.8% | -3.1% | -2.5% |
| 6M | -3.1% | +16.8% | -19.9% | -4.8% |
| YTD | -3.0% | -5.5% | +2.5% | -2.8% |
| 1Y | -2.6% | -5.3% | +2.7% | -2.4% |
| 3Y | +15.2% | +4.1% | +11.1% | +13.2% |
| 5Y | -5.2% | -7.1% | +1.9% | -6.6% |
| All | +14.2% | +30.4% | -16.2% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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