-0.5%
LQD vs ALHC
-33.0%
+32.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -1.1% | -5.8% | +4.7% | -1.0% |
| 30D | -1.1% | -3.3% | +2.2% | -1.1% |
| 3M | -2.3% | -37.9% | +35.6% | -1.7% |
| 6M | -2.9% | -29.5% | +26.6% | -2.6% |
| YTD | -2.3% | -35.4% | +33.1% | -1.9% |
| 1Y | -2.2% | -22.4% | +20.3% | -2.1% |
| 3Y | +14.0% | +146.3% | -132.3% | +10.3% |
| 5Y | -5.8% | -32.0% | +26.2% | -7.1% |
| All | -0.5% | -33.0% | +32.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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