+22.2%
LQD vs ADI
+670.4%
-648.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.3% |
| 7D | -1.1% | +4.6% | -5.7% | -1.4% |
| 30D | -1.3% | -1.2% | -0.1% | -1.2% |
| 3M | -3.2% | -7.8% | +4.6% | -2.9% |
| 6M | -2.1% | +19.3% | -21.5% | -3.4% |
| YTD | -2.4% | +40.9% | -43.3% | -4.5% |
| 1Y | -2.7% | +54.5% | -57.2% | -5.4% |
| 3Y | +14.2% | +123.4% | -109.2% | +7.7% |
| 5Y | -5.8% | +142.3% | -148.1% | -12.1% |
| All | +22.2% | +670.4% | -648.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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