+25.2%
LQD vs RL
+337.1%
-311.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.2% |
| 7D | -1.6% | +2.6% | -4.2% | -1.7% |
| 30D | +0.5% | +2.9% | -2.4% | +0.4% |
| 3M | -2.3% | 0.0% | -2.3% | -2.4% |
| 6M | -3.1% | +17.1% | -20.2% | -3.7% |
| YTD | -3.0% | +10.1% | -13.1% | -3.5% |
| 1Y | -2.6% | +17.3% | -19.9% | -3.3% |
| 3Y | +15.2% | +249.3% | -234.2% | +9.5% |
| 5Y | -5.2% | +240.9% | -246.1% | -10.3% |
| All | +25.2% | +337.1% | -311.8% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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