+24.8%
LQD vs ALLE
+217.2%
-192.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +1.4% | +25.9% | -24.5% | -0.5% |
| 3M | -1.1% | +14.9% | -16.0% | -2.3% |
| 6M | -2.9% | +42.1% | -45.0% | -5.9% |
| YTD | -2.3% | +20.4% | -22.7% | -4.1% |
| 1Y | -2.1% | +14.9% | -17.0% | -3.6% |
| 3Y | +15.9% | +90.1% | -74.2% | +9.1% |
| 5Y | -4.9% | +53.0% | -57.9% | -9.9% |
| 10Y | +24.8% | +208.8% | -184.0% | +16.0% |
| All | +24.8% | +217.2% | -192.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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