-1.0%
LQD vs ALHC
-60.6%
+59.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | +0.9% | -9.6% | +10.5% | +1.0% |
| 3M | -1.7% | -44.5% | +42.8% | -0.9% |
| 6M | -2.8% | -59.2% | +56.4% | -1.7% |
| YTD | -2.8% | -62.0% | +59.3% | -1.6% |
| 1Y | -2.8% | -54.8% | +52.0% | -2.0% |
| 3Y | +15.5% | +25.0% | -9.5% | +13.0% |
| 5Y | -4.9% | -65.3% | +60.4% | -5.3% |
| All | -1.0% | -60.6% | +59.6% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling