-2.2%
LQD vs RGTI
+53.1%
-55.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -1.1% | -0.1% | -0.9% | -1.1% |
| 30D | -1.1% | -16.2% | +15.1% | -1.0% |
| 3M | -2.3% | -22.0% | +19.7% | -2.2% |
| 6M | -2.9% | -10.8% | +7.9% | -3.0% |
| YTD | -2.3% | -31.6% | +29.2% | -2.3% |
| 1Y | -2.2% | -6.4% | +4.2% | -2.7% |
| 3Y | +14.0% | +665.7% | -651.6% | +7.3% |
| 5Y | -5.8% | +55.6% | -61.4% | -8.5% |
| All | -2.2% | +53.1% | -55.3% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling