+14.2%
LQD vs RGTI
+671.2%
-657.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | 0.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | -1.3% | -17.1% | +15.8% | -1.1% |
| 3M | -3.2% | -26.0% | +22.8% | -3.0% |
| 6M | -2.1% | -9.9% | +7.7% | -2.2% |
| YTD | -2.4% | -31.1% | +28.7% | -2.3% |
| 1Y | -2.7% | -8.5% | +5.8% | -3.1% |
| 3Y | +14.2% | +652.2% | -638.0% | +8.3% |
| All | +14.2% | +671.2% | -657.0% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling