+15.2%
LQD vs RL
+211.8%
-196.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +0.2% | +1.9% | -1.6% | +0.2% |
| 30D | -0.6% | -12.2% | +11.6% | 0.0% |
| 3M | -1.2% | -6.6% | +5.4% | -1.0% |
| 6M | -1.9% | +3.2% | -5.1% | -2.2% |
| YTD | -1.3% | -1.3% | 0.0% | -1.4% |
| 1Y | -1.0% | +13.6% | -14.6% | -1.8% |
| 3Y | +15.2% | +210.9% | -195.6% | +7.9% |
| All | +15.2% | +211.8% | -196.6% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling