+189.9%
LQD vs ADP
+1,522.3%
-1,332.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -0.4% | -3.4% | +3.0% | -0.3% |
| 30D | -0.8% | +2.8% | -3.6% | -0.9% |
| 3M | -1.9% | +20.9% | -22.9% | -2.6% |
| 6M | -2.7% | +29.9% | -32.5% | -3.6% |
| YTD | -1.3% | +9.6% | -10.9% | -1.6% |
| 1Y | 0.0% | -5.3% | +5.2% | +0.1% |
| 3Y | +14.9% | +16.5% | -1.6% | +14.1% |
| 5Y | -4.6% | +49.4% | -54.0% | -5.9% |
| 10Y | +22.0% | +282.2% | -260.2% | +19.7% |
| All | +189.9% | +1,522.3% | -1,332.4% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling