-5.8%
LQD vs RL
+223.8%
-229.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -1.1% | -2.2% | +1.1% | -1.0% |
| 30D | -1.1% | -15.3% | +14.2% | -0.2% |
| 3M | -2.3% | -10.3% | +8.0% | -1.8% |
| 6M | -2.9% | -2.2% | -0.7% | -3.0% |
| YTD | -2.3% | -4.3% | +2.0% | -2.3% |
| 1Y | -2.2% | +8.9% | -11.0% | -3.0% |
| 3Y | +14.0% | +201.4% | -187.4% | +5.4% |
| 5Y | -5.8% | +230.6% | -236.3% | -15.0% |
| All | -5.8% | +223.8% | -229.5% | -15.0% |
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