+892.4%
APP vs LQD
+17.2%
+875.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +10.1% |
| 7D | +71.2% | +0.2% | +71.0% | +70.7% |
| 30D | +39.1% | +2.4% | +36.7% | +33.4% |
| 3M | +16.5% | -0.9% | +17.4% | +18.6% |
| 6M | -16.6% | -2.3% | -14.2% | -12.8% |
| YTD | -41.9% | -1.7% | -40.2% | -39.9% |
| 1Y | -37.0% | -1.6% | -35.4% | -34.9% |
| 3Y | +892.4% | +17.6% | +874.8% | +604.1% |
| All | +892.4% | +17.2% | +875.3% | +604.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling