+358.8%
APP vs LQD
-4.3%
+363.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.1% | +0.2% | -0.2% | -0.4% |
| 30D | -10.0% | -0.6% | -9.4% | -9.0% |
| 3M | -44.6% | -1.2% | -43.4% | -43.2% |
| 6M | -37.9% | -1.9% | -35.9% | -35.2% |
| YTD | -53.7% | -1.3% | -52.4% | -52.4% |
| 1Y | -43.0% | -1.0% | -42.0% | -41.6% |
| 3Y | +640.8% | +15.2% | +625.5% | +469.5% |
| 5Y | +358.8% | -4.4% | +363.2% | +398.3% |
| All | +358.8% | -4.3% | +363.1% | +398.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling