+22.2%
LQD vs RBA
+195.3%
-173.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -1.1% | -3.3% | +2.2% | -0.9% |
| 30D | -1.1% | -9.8% | +8.7% | -0.6% |
| 3M | -2.3% | -23.5% | +21.1% | -1.0% |
| 6M | -2.9% | -21.5% | +18.6% | -1.8% |
| YTD | -2.3% | -21.2% | +18.9% | -1.3% |
| 1Y | -2.2% | -30.2% | +28.0% | -0.5% |
| 3Y | +14.0% | +25.3% | -11.3% | +11.6% |
| 5Y | -5.8% | +35.1% | -40.9% | -8.8% |
| All | +22.2% | +195.3% | -173.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RBA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling