+22.2%
LQD vs RCL
+344.1%
-321.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -1.1% | -2.5% | +1.4% | -1.0% |
| 30D | -1.1% | -15.7% | +14.5% | -0.4% |
| 3M | -2.3% | -3.6% | +1.3% | -2.3% |
| 6M | -2.9% | -8.7% | +5.8% | -2.7% |
| YTD | -2.3% | -6.2% | +3.8% | -2.4% |
| 1Y | -2.2% | -22.9% | +20.7% | -1.5% |
| 3Y | +14.0% | +173.6% | -159.6% | +7.7% |
| 5Y | -5.8% | +226.6% | -232.3% | -12.9% |
| All | +22.2% | +344.1% | -321.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling