-2.7%
LQD vs ADI
+54.8%
-57.5%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.2% |
| 7D | -1.1% | +4.6% | -5.7% | -1.3% |
| 30D | -1.3% | -1.2% | -0.1% | -1.3% |
| 3M | -3.2% | -7.8% | +4.6% | -3.1% |
| 6M | -2.1% | +19.3% | -21.5% | -3.1% |
| YTD | -2.4% | +40.9% | -43.3% | -3.7% |
| 1Y | -2.7% | +54.5% | -57.2% | -4.7% |
| All | -2.7% | +54.8% | -57.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling