+15.2%
LQD vs ADM
+11.2%
+4.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -3.0% | -0.3% |
| 7D | -1.6% | +4.2% | -5.8% | -1.7% |
| 30D | +0.5% | -12.8% | +13.4% | +0.8% |
| 3M | -2.3% | -8.5% | +6.2% | -2.2% |
| 6M | -3.1% | -10.9% | +7.9% | -2.9% |
| YTD | -3.0% | +29.4% | -32.4% | -3.7% |
| 1Y | -2.6% | +27.5% | -30.1% | -3.2% |
| 3Y | +15.2% | +10.3% | +4.8% | +14.9% |
| All | +15.2% | +11.2% | +4.0% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling