+22.2%
LQD vs ADM
+177.9%
-155.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | +2.5% | -3.6% | -1.2% |
| 30D | -1.3% | +9.5% | -10.7% | -1.5% |
| 3M | -3.2% | +10.6% | -13.8% | -3.5% |
| 6M | -2.1% | +24.0% | -26.2% | -2.8% |
| YTD | -2.4% | +54.0% | -56.3% | -3.6% |
| 1Y | -2.7% | +45.3% | -48.0% | -3.8% |
| 3Y | +14.2% | +21.8% | -7.6% | +13.1% |
| 5Y | -5.8% | +66.8% | -72.6% | -8.0% |
| All | +22.2% | +177.9% | -155.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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