+189.9%
LQD vs RMD
+3,851.0%
-3,661.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | +0.2% | -4.5% | +4.7% | +0.4% |
| 30D | -0.6% | +4.6% | -5.2% | -0.8% |
| 3M | -1.2% | +14.8% | -16.0% | -1.7% |
| 6M | -1.9% | -12.1% | +10.1% | -1.6% |
| YTD | -1.3% | -7.5% | +6.2% | -1.1% |
| 1Y | -1.0% | -20.1% | +19.1% | -0.4% |
| 3Y | +15.2% | +53.9% | -38.6% | +13.3% |
| 5Y | -4.4% | -22.2% | +17.8% | -4.6% |
| 10Y | +22.6% | +268.2% | -245.6% | +19.4% |
| All | +189.9% | +3,851.0% | -3,661.1% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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