-35.9%
APP vs LQD
+0.3%
-36.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.3% |
| 7D | +0.9% | -0.4% | +1.3% | +1.8% |
| 30D | -23.3% | -0.8% | -22.5% | -21.7% |
| 3M | -42.6% | -1.9% | -40.7% | -40.4% |
| 6M | -33.6% | -2.7% | -30.9% | -30.3% |
| YTD | -52.4% | -1.3% | -51.2% | -51.3% |
| 1Y | -35.9% | 0.0% | -35.9% | -35.9% |
| All | -35.9% | +0.3% | -36.2% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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