-5.8%
LQD vs NTAP
+122.8%
-128.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | -1.1% | -7.5% | +6.4% | -0.8% |
| 3M | -2.3% | +14.6% | -17.0% | -3.0% |
| 6M | -2.9% | +91.0% | -93.9% | -6.3% |
| YTD | -2.3% | +73.7% | -76.0% | -5.3% |
| 1Y | -2.2% | +51.2% | -53.4% | -4.5% |
| 3Y | +14.0% | +146.1% | -132.1% | +6.5% |
| 5Y | -5.8% | +122.8% | -128.6% | -12.7% |
| All | -5.8% | +122.8% | -128.5% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling