+15.2%
LQD vs RCAT
+331.8%
-316.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.2% |
| 7D | -1.6% | -5.9% | +4.3% | -1.6% |
| 30D | +0.5% | -19.7% | +20.2% | +0.6% |
| 3M | -2.3% | -62.9% | +60.5% | -1.8% |
| 6M | -3.1% | -59.6% | +56.5% | -2.7% |
| YTD | -3.0% | -52.1% | +49.1% | -2.8% |
| 1Y | -2.6% | -50.9% | +48.4% | -2.4% |
| 3Y | +15.2% | +333.8% | -318.6% | +14.2% |
| All | +15.2% | +331.8% | -316.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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