+40.7%
LQD vs ALLY
+95.5%
-54.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.6% |
| 7D | +0.2% | -0.7% | +0.8% | +0.2% |
| 30D | +1.4% | +1.1% | +0.3% | +1.4% |
| 3M | -1.1% | -13.2% | +12.1% | -0.5% |
| 6M | -2.9% | -13.5% | +10.5% | -2.3% |
| YTD | -2.3% | -14.3% | +11.9% | -1.8% |
| 1Y | -2.1% | -1.1% | -1.0% | -2.2% |
| 3Y | +15.9% | +62.0% | -46.1% | +12.5% |
| 5Y | -4.9% | -9.6% | +4.7% | -6.4% |
| 10Y | +24.8% | +176.0% | -151.1% | +16.5% |
| All | +40.7% | +95.5% | -54.7% | +31.2% |
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