+22.2%
LQD vs ADP
+286.3%
-264.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.9% |
| 30D | -1.3% | +0.2% | -1.5% | -1.3% |
| 3M | -3.2% | +20.5% | -23.7% | -4.7% |
| 6M | -2.1% | +28.8% | -30.9% | -4.3% |
| YTD | -2.4% | +6.6% | -9.0% | -3.0% |
| 1Y | -2.7% | -6.9% | +4.2% | -2.2% |
| 3Y | +14.2% | +16.1% | -1.9% | +12.2% |
| 5Y | -5.8% | +49.3% | -55.1% | -9.5% |
| All | +22.2% | +286.3% | -264.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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