-4.9%
LQD vs ALC
-9.8%
+4.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -1.5% | -6.2% | +4.6% | -0.8% |
| 30D | +0.9% | +14.0% | -13.1% | -0.7% |
| 3M | -1.7% | -2.4% | +0.7% | -1.5% |
| 6M | -2.8% | +12.6% | -15.4% | -4.3% |
| YTD | -2.8% | -8.4% | +5.7% | -2.1% |
| 1Y | -2.8% | -9.1% | +6.3% | -2.1% |
| 3Y | +15.5% | -0.3% | +15.7% | +13.2% |
| 5Y | -4.9% | -9.9% | +5.0% | -7.4% |
| All | -4.9% | -9.8% | +4.8% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling