+500.0%
APP vs LQD
-1.7%
+501.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.2% |
| 3M | +16.5% | -0.9% | +17.4% | +18.8% |
| 6M | -16.6% | -2.3% | -14.2% | -12.4% |
| YTD | -41.9% | -1.7% | -40.2% | -39.7% |
| 1Y | -37.0% | -1.6% | -35.4% | -34.7% |
| 3Y | +892.4% | +17.6% | +874.8% | +630.5% |
| 5Y | +297.3% | -5.3% | +302.6% | +352.7% |
| All | +500.0% | -1.7% | +501.7% | +473.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling