-5.2%
LQD vs RCL
+233.3%
-238.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | 0.0% | -2.2% | +2.2% | 0.0% |
| 30D | -0.2% | -15.7% | +15.5% | +0.4% |
| 3M | -1.7% | -8.0% | +6.3% | -1.4% |
| 6M | -2.7% | -10.1% | +7.5% | -2.5% |
| YTD | -1.4% | -5.9% | +4.5% | -1.5% |
| 1Y | -1.0% | -23.5% | +22.5% | -0.4% |
| 3Y | +15.1% | +174.4% | -159.3% | +10.1% |
| 5Y | -5.2% | +227.1% | -232.3% | -11.4% |
| All | -5.2% | +233.3% | -238.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling