-1.9%
LQD vs RKT
-9.4%
+7.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | +0.3% |
| 7D | +0.4% | +29.7% | -29.3% | -1.0% |
| 30D | +2.6% | +28.5% | -25.9% | +1.2% |
| 3M | -1.7% | +6.4% | -8.1% | -2.2% |
| 6M | -1.9% | +7.1% | -9.1% | -2.7% |
| YTD | -2.2% | -22.5% | +20.3% | -2.5% |
| 1Y | -1.9% | -10.4% | +8.6% | -2.5% |
| All | -1.9% | -9.4% | +7.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling