+15.2%
LQD vs ALHC
+141.7%
-126.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.2% | -1.0% | +1.2% | +0.3% |
| 30D | -0.6% | -6.3% | +5.7% | -0.5% |
| 3M | -1.2% | -12.3% | +11.1% | -1.2% |
| 6M | -1.9% | -27.0% | +25.1% | -1.8% |
| YTD | -1.3% | -31.8% | +30.6% | -1.0% |
| 1Y | -1.0% | -17.0% | +16.0% | -1.0% |
| 3Y | +15.2% | +159.8% | -144.6% | +11.8% |
| All | +15.2% | +141.7% | -126.4% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling