+189.9%
LQD vs RIG
-75.2%
+265.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.2% | -2.7% | +2.9% | +0.3% |
| 30D | -0.6% | +9.5% | -10.1% | -0.7% |
| 3M | -1.2% | -6.6% | +5.4% | -1.2% |
| 6M | -1.9% | -2.9% | +0.9% | -2.0% |
| YTD | -1.3% | +39.5% | -40.7% | -1.7% |
| 1Y | -1.0% | +82.3% | -83.3% | -1.7% |
| 3Y | +15.2% | -29.6% | +44.8% | +15.2% |
| 5Y | -4.4% | +63.2% | -67.6% | -5.7% |
| 10Y | +22.6% | -45.0% | +67.6% | +18.5% |
| All | +189.9% | -75.2% | +265.1% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling