-5.8%
LQD vs RIG
+58.5%
-64.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | -1.1% | -4.2% | +3.1% | -1.1% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -2.3% | -4.0% | +1.6% | -2.3% |
| 6M | -2.9% | -6.3% | +3.4% | -2.9% |
| YTD | -2.3% | +39.7% | -42.0% | -2.5% |
| 1Y | -2.2% | +78.1% | -80.3% | -2.5% |
| 3Y | +14.0% | -29.5% | +43.5% | +13.8% |
| 5Y | -5.8% | +65.3% | -71.1% | -5.4% |
| All | -5.8% | +58.5% | -64.3% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling