-6.0%
LQD vs RKT
-12.9%
+6.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.1% | -6.3% | +5.2% | -0.8% |
| 30D | -1.3% | -6.2% | +4.9% | -1.0% |
| 3M | -3.2% | -1.9% | -1.3% | -3.3% |
| 6M | -2.1% | -13.0% | +10.9% | -1.9% |
| YTD | -2.4% | -31.9% | +29.6% | -1.1% |
| 1Y | -2.7% | -37.6% | +34.9% | -1.2% |
| 3Y | +14.2% | +36.8% | -22.6% | +10.0% |
| 5Y | -5.8% | -9.7% | +3.9% | -9.7% |
| All | -6.0% | -12.9% | +6.8% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling