+367.9%
APP vs LQD
-1.4%
+369.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -1.9% |
| 7D | -4.4% | 0.0% | -4.3% | -4.3% |
| 30D | -10.0% | -0.2% | -9.8% | -9.7% |
| 3M | -41.4% | -1.7% | -39.7% | -39.3% |
| 6M | -41.0% | -2.7% | -38.3% | -37.6% |
| YTD | -54.7% | -1.4% | -53.3% | -53.3% |
| 1Y | -45.3% | -1.0% | -44.4% | -44.1% |
| 3Y | +624.3% | +15.1% | +609.2% | +455.7% |
| 5Y | +329.1% | -5.2% | +334.3% | +391.9% |
| All | +367.9% | -1.4% | +369.3% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling