+189.9%
LQD vs NTAP
+2,972.8%
-2,782.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.2% | +3.3% | -3.0% | +0.2% |
| 30D | -0.6% | -0.2% | -0.4% | -0.6% |
| 3M | -1.2% | +11.4% | -12.6% | -1.4% |
| 6M | -1.9% | +88.7% | -90.6% | -2.8% |
| YTD | -1.3% | +78.9% | -80.2% | -2.1% |
| 1Y | -1.0% | +58.8% | -59.8% | -1.7% |
| 3Y | +15.2% | +153.5% | -138.3% | +13.6% |
| 5Y | -4.4% | +136.7% | -141.1% | -5.8% |
| 10Y | +22.6% | +590.2% | -567.6% | +19.9% |
| All | +189.9% | +2,972.8% | -2,782.8% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling