+527.5%
APP vs LQD
-2.9%
+530.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.4% |
| 7D | +4.6% | -1.6% | +6.2% | +8.0% |
| 30D | +56.0% | +0.5% | +55.5% | +54.9% |
| 3M | +30.8% | -2.3% | +33.2% | +37.2% |
| 6M | -9.8% | -3.1% | -6.7% | -3.7% |
| YTD | -39.3% | -3.0% | -36.3% | -35.3% |
| 1Y | -26.4% | -2.6% | -23.9% | -22.2% |
| 3Y | +887.9% | +15.2% | +872.7% | +657.0% |
| 5Y | +264.1% | -5.2% | +269.3% | +315.6% |
| All | +527.5% | -2.9% | +530.4% | +514.7% |
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