-1.3%
LQD vs ALHC
-21.0%
+19.7%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | -0.2% | -5.4% | +5.2% | -0.1% |
| 3M | -1.7% | -32.1% | +30.5% | -1.3% |
| 6M | -2.7% | -28.5% | +25.8% | -2.6% |
| YTD | -1.4% | -34.0% | +32.6% | -1.2% |
| All | -1.3% | -21.0% | +19.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling