+189.9%
LQD vs RGEN
+6,713.0%
-6,523.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.4% | -4.9% | +4.5% | -0.3% |
| 30D | -0.8% | +5.7% | -6.4% | -0.9% |
| 3M | -1.9% | +32.4% | -34.4% | -2.4% |
| 6M | -2.7% | +33.2% | -35.8% | -3.2% |
| YTD | -1.3% | +2.3% | -3.5% | -1.4% |
| 1Y | 0.0% | +39.0% | -39.0% | -0.7% |
| 3Y | +14.9% | -4.6% | +19.5% | +14.4% |
| 5Y | -4.6% | -42.7% | +38.1% | -4.8% |
| 10Y | +22.0% | +433.6% | -411.6% | +19.8% |
| All | +189.9% | +6,713.0% | -6,523.1% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling