+15.2%
LQD vs ADP
+46.4%
-31.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.6% | +2.2% | -3.8% | -1.7% |
| 30D | +0.5% | +10.6% | -10.0% | +0.1% |
| 3M | -2.3% | +12.9% | -15.2% | -2.9% |
| 6M | -3.1% | +50.6% | -53.7% | -5.0% |
| YTD | -3.0% | +23.2% | -26.2% | -3.4% |
| 1Y | -2.6% | +25.3% | -27.8% | -3.1% |
| 3Y | +15.2% | +47.1% | -31.9% | +10.8% |
| All | +15.2% | +46.4% | -31.2% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling