+46.3%
LQD vs RNG
+305.9%
-259.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | 0.0% | -4.1% | +4.0% | 0.0% |
| 30D | -0.2% | +8.6% | -8.8% | -0.4% |
| 3M | -1.7% | +78.0% | -79.7% | -2.9% |
| 6M | -2.7% | +67.0% | -69.7% | -3.9% |
| YTD | -1.4% | +142.4% | -143.9% | -3.6% |
| 1Y | -1.0% | +120.4% | -121.4% | -3.0% |
| 3Y | +15.1% | +122.1% | -107.1% | +12.1% |
| 5Y | -5.2% | -69.8% | +64.7% | -6.9% |
| 10Y | +23.3% | +223.4% | -200.1% | +22.8% |
| All | +46.3% | +305.9% | -259.5% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling