+25.5%
LQD vs ALLE
+208.6%
-183.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | +0.9% | +24.1% | -23.2% | -1.0% |
| 3M | -1.7% | +14.8% | -16.5% | -2.9% |
| 6M | -2.8% | +45.9% | -48.6% | -5.9% |
| YTD | -2.8% | +20.7% | -23.5% | -4.6% |
| 1Y | -2.8% | +14.2% | -17.0% | -4.2% |
| 3Y | +15.5% | +90.7% | -75.2% | +8.6% |
| 5Y | -4.9% | +50.6% | -55.5% | -9.9% |
| All | +25.5% | +208.6% | -183.1% | +16.7% |
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