+189.5%
LQD vs RJF
+3,010.2%
-2,820.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.2% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | -0.2% | -2.0% | +1.8% | -0.2% |
| 3M | -1.7% | +16.3% | -18.0% | -1.9% |
| 6M | -2.7% | +16.9% | -19.6% | -2.9% |
| YTD | -1.4% | +10.4% | -11.9% | -1.6% |
| 1Y | -1.0% | +7.4% | -8.4% | -1.1% |
| 3Y | +15.1% | +72.2% | -57.2% | +14.3% |
| 5Y | -5.2% | +105.1% | -110.3% | -6.0% |
| 10Y | +23.3% | +430.9% | -407.6% | +21.0% |
| All | +189.5% | +3,010.2% | -2,820.7% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling