+44.6%
LQD vs ALLE
+260.9%
-216.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.8% | -6.8% | +6.0% | -0.3% |
| 3M | -1.9% | +21.0% | -23.0% | -3.2% |
| 6M | -2.7% | +1.1% | -3.8% | -2.9% |
| YTD | -1.3% | -0.5% | -0.7% | -1.4% |
| 1Y | 0.0% | -7.3% | +7.2% | +0.2% |
| 3Y | +14.9% | +42.3% | -27.4% | +11.7% |
| 5Y | -4.6% | +13.5% | -18.0% | -7.1% |
| 10Y | +22.0% | +144.0% | -122.0% | +17.5% |
| All | +44.6% | +260.9% | -216.3% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling