-4.2%
LQD vs RL
+243.0%
-247.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -0.5% | -4.4% | +3.9% | -0.3% |
| 30D | +1.7% | +5.6% | -3.8% | +1.4% |
| 3M | -0.7% | -0.6% | -0.1% | -0.7% |
| 6M | -2.2% | +15.5% | -17.7% | -3.2% |
| YTD | -1.9% | +12.3% | -14.2% | -2.9% |
| 1Y | -2.0% | +19.3% | -21.4% | -3.4% |
| 3Y | +16.5% | +255.5% | -239.1% | +6.1% |
| 5Y | -4.2% | +247.1% | -251.3% | -15.3% |
| All | -4.2% | +243.0% | -247.2% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling