-5.2%
LQD vs ALM
+958.0%
-963.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | -0.1% |
| 7D | 0.0% | +3.6% | -3.7% | -0.1% |
| 30D | -0.2% | +33.8% | -34.0% | -0.5% |
| 3M | -1.7% | +14.8% | -16.5% | -1.9% |
| 6M | -2.7% | -7.0% | +4.3% | -2.8% |
| YTD | -1.4% | +108.1% | -109.5% | -2.4% |
| 1Y | -1.0% | +313.8% | -314.8% | -2.7% |
| 3Y | +15.1% | +2,227.6% | -2,212.6% | +10.6% |
| 5Y | -5.2% | +956.6% | -961.8% | -8.6% |
| All | -5.2% | +958.0% | -963.2% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling