+22.2%
LQD vs ALLY
+190.4%
-168.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -1.1% | -3.3% | +2.2% | -0.9% |
| 30D | -1.1% | -4.1% | +2.9% | -0.9% |
| 3M | -2.3% | +1.4% | -3.7% | -2.5% |
| 6M | -2.9% | +14.4% | -17.3% | -3.7% |
| YTD | -2.3% | -4.9% | +2.6% | -2.2% |
| 1Y | -2.2% | +5.5% | -7.7% | -2.7% |
| 3Y | +14.0% | +66.0% | -52.0% | +9.6% |
| 5Y | -5.8% | -2.4% | -3.4% | -7.8% |
| All | +22.2% | +190.4% | -168.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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