-5.2%
LQD vs ADP
+43.9%
-49.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | 0.0% | -5.7% | +5.6% | +0.5% |
| 30D | -0.2% | -3.1% | +2.9% | +0.1% |
| 3M | -1.7% | +15.6% | -17.3% | -3.0% |
| 6M | -2.7% | +20.8% | -23.5% | -4.5% |
| YTD | -1.4% | +4.7% | -6.2% | -1.8% |
| 1Y | -1.0% | -8.3% | +7.3% | +0.2% |
| 3Y | +15.1% | +13.6% | +1.5% | +12.8% |
| 5Y | -5.2% | +45.0% | -50.2% | -10.0% |
| All | -5.2% | +43.9% | -49.1% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling