+25.2%
LQD vs ALLY
+174.3%
-149.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +0.5% | +5.2% | -4.7% | +0.2% |
| 3M | -2.3% | -13.3% | +11.0% | -1.5% |
| 6M | -3.1% | -6.7% | +3.6% | -2.7% |
| YTD | -3.0% | -12.8% | +9.9% | -2.4% |
| 1Y | -2.6% | +0.7% | -3.2% | -2.8% |
| 3Y | +15.2% | +65.2% | -50.0% | +10.8% |
| 5Y | -5.2% | -10.1% | +5.0% | -6.8% |
| All | +25.2% | +174.3% | -149.1% | +14.7% |
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