-5.8%
LQD vs RKT
-11.7%
+6.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.8% |
| 7D | -1.1% | -7.2% | +6.2% | -0.5% |
| 30D | -1.1% | -7.9% | +6.8% | -0.6% |
| 3M | -2.3% | +5.2% | -7.5% | -3.0% |
| 6M | -2.9% | -14.9% | +12.0% | -2.3% |
| YTD | -2.3% | -31.9% | +29.6% | -0.4% |
| 1Y | -2.2% | -36.9% | +34.7% | +0.1% |
| 3Y | +14.0% | +35.7% | -21.7% | +5.8% |
| 5Y | -5.8% | -9.7% | +3.9% | -14.2% |
| All | -5.8% | -11.7% | +6.0% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling