-4.4%
LQD vs RACE
+92.4%
-96.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +0.2% | -1.0% | +1.3% | +0.3% |
| 30D | -0.6% | -1.5% | +0.9% | -0.5% |
| 3M | -1.2% | +15.5% | -16.7% | -2.6% |
| 6M | -1.9% | +17.3% | -19.2% | -3.6% |
| YTD | -1.3% | +11.1% | -12.4% | -2.6% |
| 1Y | -1.0% | -14.3% | +13.3% | 0.0% |
| 3Y | +15.2% | +40.2% | -24.9% | +8.1% |
| 5Y | -4.4% | +92.6% | -97.0% | -15.0% |
| All | -4.4% | +92.4% | -96.9% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling