-5.2%
LQD vs RBA
+39.8%
-45.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.1% |
| 30D | -0.2% | -13.0% | +12.8% | +0.5% |
| 3M | -1.7% | -23.1% | +21.4% | -0.5% |
| 6M | -2.7% | -22.6% | +19.9% | -1.6% |
| YTD | -1.4% | -20.4% | +19.0% | -0.6% |
| 1Y | -1.0% | -29.6% | +28.6% | +0.5% |
| 3Y | +15.1% | +26.6% | -11.5% | +12.5% |
| 5Y | -5.2% | +38.2% | -43.4% | -8.3% |
| All | -5.2% | +39.8% | -45.0% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling