+14.2%
LQD vs NTAP
+165.5%
-151.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.5% | -8.6% | -0.3% |
| 7D | -1.1% | +7.4% | -8.5% | -1.3% |
| 30D | -1.3% | -1.4% | +0.1% | -1.3% |
| 3M | -3.2% | +24.6% | -27.8% | -3.9% |
| 6M | -2.1% | +105.9% | -108.0% | -4.7% |
| YTD | -2.4% | +88.5% | -90.9% | -4.7% |
| 1Y | -2.7% | +62.1% | -64.8% | -4.5% |
| 3Y | +14.2% | +169.1% | -154.9% | +7.6% |
| All | +14.2% | +165.5% | -151.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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