+15.3%
LQD vs RACE
+40.8%
-25.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -0.4% | -2.5% | +2.1% | -0.2% |
| 30D | -0.8% | +0.8% | -1.5% | -0.8% |
| 3M | -1.9% | +17.2% | -19.1% | -3.0% |
| 6M | -2.7% | +13.6% | -16.2% | -3.6% |
| YTD | -1.3% | +12.2% | -13.5% | -2.3% |
| 1Y | 0.0% | -16.3% | +16.2% | +0.8% |
| All | +15.3% | +40.8% | -25.5% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling