-5.8%
LQD vs ALK
-31.3%
+25.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -1.1% | -3.1% | +2.0% | -0.9% |
| 30D | -1.1% | -17.1% | +16.0% | -0.2% |
| 3M | -2.3% | -3.8% | +1.4% | -2.3% |
| 6M | -2.9% | -5.3% | +2.4% | -3.0% |
| YTD | -2.3% | -20.3% | +17.9% | -1.8% |
| 1Y | -2.2% | -36.0% | +33.8% | -0.6% |
| 3Y | +14.0% | +0.8% | +13.3% | +11.3% |
| 5Y | -5.8% | -28.5% | +22.7% | -7.4% |
| All | -5.8% | -31.3% | +25.5% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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