+23.3%
LQD vs RACE
+783.2%
-759.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | 0.0% | -2.6% | +2.6% | +0.2% |
| 30D | -0.2% | -1.1% | +0.9% | -0.1% |
| 3M | -1.7% | +12.5% | -14.2% | -2.6% |
| 6M | -2.7% | +17.4% | -20.1% | -4.0% |
| YTD | -1.4% | +10.1% | -11.5% | -2.4% |
| 1Y | -1.0% | -15.1% | +14.2% | -0.2% |
| 3Y | +15.1% | +38.9% | -23.9% | +10.9% |
| 5Y | -5.2% | +90.7% | -95.9% | -11.3% |
| 10Y | +23.3% | +801.8% | -778.5% | +10.0% |
| All | +23.3% | +783.2% | -759.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling