+41.4%
LQD vs ALLY
+98.6%
-57.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -0.5% | -2.8% | +2.3% | -0.4% |
| 30D | +1.7% | +1.9% | -0.1% | +1.6% |
| 3M | -0.7% | -12.1% | +11.4% | -0.1% |
| 6M | -2.2% | -9.0% | +6.8% | -1.9% |
| YTD | -1.9% | -12.9% | +11.0% | -1.4% |
| 1Y | -2.0% | -0.1% | -2.0% | -2.2% |
| 3Y | +16.5% | +64.6% | -48.1% | +12.9% |
| 5Y | -4.2% | -10.1% | +5.9% | -5.7% |
| 10Y | +26.0% | +176.7% | -150.7% | +17.4% |
| All | +41.4% | +98.6% | -57.2% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling