+8.9%
LQD vs APLD
+502.3%
-493.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.1% |
| 7D | +0.2% | +16.6% | -16.3% | +0.1% |
| 30D | -0.6% | -3.1% | +2.5% | -0.6% |
| 3M | -1.2% | -30.9% | +29.7% | -1.0% |
| 6M | -1.9% | +12.6% | -14.6% | -2.2% |
| YTD | -1.3% | +15.5% | -16.7% | -1.7% |
| 1Y | -1.0% | +103.5% | -104.5% | -2.1% |
| 3Y | +15.2% | +446.5% | -431.3% | +11.1% |
| All | +8.9% | +502.3% | -493.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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