-1.4%
LQD vs RGTI
-72.9%
+71.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.1% | +12.3% | +0.3% |
| 7D | +0.4% | -18.3% | +18.7% | +0.7% |
| 30D | +2.5% | -35.1% | +37.5% | +3.1% |
| 3M | -1.5% | -41.3% | +39.8% | -0.9% |
| 6M | -2.1% | -46.1% | +43.9% | -1.6% |
| YTD | -2.0% | -55.5% | +53.5% | -1.6% |
| 1Y | -1.4% | -73.6% | +72.2% | -0.7% |
| All | -1.4% | -72.9% | +71.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling