-2.4%
LQD vs ALLY
+0.1%
-2.5%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -0.5% | -2.8% | +2.3% | -0.3% |
| 30D | +1.3% | +1.9% | -0.5% | +1.2% |
| 3M | -1.1% | -12.1% | +11.0% | -0.2% |
| 6M | -2.6% | -9.0% | +6.4% | -2.1% |
| YTD | -2.3% | -12.9% | +10.7% | -1.8% |
| 1Y | -2.4% | -0.1% | -2.3% | -2.9% |
| All | -2.4% | +0.1% | -2.5% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling