+15.2%
LQD vs APD
+10.0%
+5.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.2% | -2.5% | +2.7% | +0.4% |
| 30D | -0.6% | -1.9% | +1.3% | -0.5% |
| 3M | -1.2% | +8.2% | -9.4% | -1.6% |
| 6M | -1.9% | +10.7% | -12.7% | -2.5% |
| YTD | -1.3% | +22.9% | -24.2% | -2.5% |
| 1Y | -1.0% | +5.8% | -6.8% | -1.5% |
| 3Y | +15.2% | +7.8% | +7.5% | +13.0% |
| All | +15.2% | +10.0% | +5.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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