-2.6%
LQD vs ALM
+19.0%
-21.5%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -8.0% | -0.3% |
| 7D | -1.6% | +1.2% | -2.9% | -1.7% |
| 30D | +0.5% | -19.3% | +19.9% | +0.8% |
| 3M | -2.3% | -40.6% | +38.3% | -1.7% |
| 6M | -3.1% | -57.9% | +54.9% | -2.1% |
| YTD | -3.0% | -6.7% | +3.7% | -2.6% |
| 1Y | -2.6% | +20.2% | -22.7% | -2.4% |
| All | -2.6% | +19.0% | -21.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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