+15.3%
LQD vs RGEN
+2.1%
+13.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | 0.0% | -4.6% | +4.5% | +0.1% |
| 30D | -0.2% | +1.2% | -1.3% | -0.3% |
| 3M | -1.7% | +26.8% | -28.5% | -2.6% |
| 6M | -2.7% | +29.1% | -31.7% | -3.8% |
| YTD | -1.4% | +0.7% | -2.2% | -1.8% |
| 1Y | -1.0% | +39.1% | -40.1% | -2.5% |
| All | +15.3% | +2.1% | +13.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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