+14.2%
LQD vs RJF
+69.0%
-54.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | -2.7% | +1.6% | -1.0% |
| 30D | -1.3% | -4.3% | +3.0% | -1.1% |
| 3M | -3.2% | +15.7% | -18.9% | -3.8% |
| 6M | -2.1% | +17.8% | -19.9% | -2.8% |
| YTD | -2.4% | +9.2% | -11.5% | -2.8% |
| 1Y | -2.7% | +2.8% | -5.4% | -2.9% |
| 3Y | +14.2% | +69.5% | -55.3% | +9.2% |
| All | +14.2% | +69.0% | -54.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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