+189.5%
LQD vs RMBS
+1,566.3%
-1,376.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | 0.0% | +3.5% | -3.5% | -0.1% |
| 30D | -0.2% | -8.6% | +8.4% | -0.1% |
| 3M | -1.7% | -40.3% | +38.6% | -1.3% |
| 6M | -2.7% | -1.0% | -1.7% | -2.8% |
| YTD | -1.4% | -4.6% | +3.2% | -1.6% |
| 1Y | -1.0% | +17.6% | -18.6% | -1.3% |
| 3Y | +15.1% | +58.6% | -43.6% | +14.2% |
| 5Y | -5.2% | +270.9% | -276.1% | -6.4% |
| 10Y | +23.3% | +569.1% | -545.8% | +21.5% |
| All | +189.5% | +1,566.3% | -1,376.9% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 all: compounded portfolio wealth divided by compounded RMBS 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…
all analysis · Full analysis span regression · 6 months rolling