+189.9%
LQD vs RCL
+1,745.2%
-1,555.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.4% | -5.1% | +4.7% | -0.3% |
| 30D | -0.8% | -19.0% | +18.2% | -0.2% |
| 3M | -1.9% | -9.6% | +7.7% | -1.7% |
| 6M | -2.7% | -6.7% | +4.0% | -2.6% |
| YTD | -1.3% | -3.9% | +2.7% | -1.4% |
| 1Y | 0.0% | -25.1% | +25.1% | +0.4% |
| 3Y | +14.9% | +179.1% | -164.2% | +11.4% |
| 5Y | -4.6% | +243.3% | -247.9% | -8.6% |
| 10Y | +22.0% | +325.8% | -303.8% | +13.1% |
| All | +189.9% | +1,745.2% | -1,555.3% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling