+14.2%
LQD vs RNG
+119.8%
-105.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | -6.1% | +5.0% | -1.0% |
| 30D | -1.3% | +9.6% | -10.9% | -1.5% |
| 3M | -3.2% | +83.3% | -86.5% | -4.4% |
| 6M | -2.1% | +77.9% | -80.1% | -3.4% |
| YTD | -2.4% | +139.9% | -142.3% | -4.5% |
| 1Y | -2.7% | +121.7% | -124.3% | -4.6% |
| 3Y | +14.2% | +121.9% | -107.7% | +11.0% |
| All | +14.2% | +119.8% | -105.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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