-5.8%
LQD vs APA
+169.7%
-175.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | -1.1% | +9.6% | -10.8% | -1.2% |
| 3M | -2.3% | +18.0% | -20.4% | -2.4% |
| 6M | -2.9% | +41.9% | -44.8% | -3.3% |
| YTD | -2.3% | +86.3% | -88.6% | -3.1% |
| 1Y | -2.2% | +97.9% | -100.0% | -3.1% |
| 3Y | +14.0% | +12.8% | +1.2% | +13.2% |
| 5Y | -5.8% | +177.2% | -183.0% | -6.6% |
| All | -5.8% | +169.7% | -175.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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