-5.2%
LQD vs APD
+25.2%
-30.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | 0.0% | -4.6% | +4.6% | +0.3% |
| 30D | -0.2% | -4.2% | +4.0% | +0.1% |
| 3M | -1.7% | +5.0% | -6.7% | -2.1% |
| 6M | -2.7% | +8.9% | -11.6% | -3.5% |
| YTD | -1.4% | +21.9% | -23.3% | -3.2% |
| 1Y | -1.0% | +5.6% | -6.6% | -1.7% |
| 3Y | +15.1% | +6.9% | +8.2% | +13.3% |
| 5Y | -5.2% | +25.3% | -30.5% | -9.1% |
| All | -5.2% | +25.2% | -30.4% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling