+22.2%
LQD vs RIG
-41.2%
+63.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -1.1% | -3.1% | +2.0% | -1.1% |
| 30D | -1.3% | -0.5% | -0.8% | -1.3% |
| 3M | -3.2% | -6.0% | +2.8% | -3.2% |
| 6M | -2.1% | -10.1% | +8.0% | -2.1% |
| YTD | -2.4% | +37.3% | -39.6% | -2.8% |
| 1Y | -2.7% | +73.9% | -76.6% | -3.4% |
| 3Y | +14.2% | -30.2% | +44.4% | +14.1% |
| 5Y | -5.8% | +62.5% | -68.3% | -7.2% |
| All | +22.2% | -41.2% | +63.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling