-4.3%
LQD vs ROIV
+232.7%
-237.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.8% | +1.0% | -1.7% | -0.8% |
| 3M | -1.9% | +18.3% | -20.2% | -2.3% |
| 6M | -2.7% | +18.3% | -21.0% | -3.1% |
| YTD | -1.3% | +61.0% | -62.2% | -2.5% |
| 1Y | 0.0% | +177.9% | -177.9% | -2.5% |
| 3Y | +14.9% | +199.1% | -184.2% | +11.4% |
| 5Y | -4.6% | +250.7% | -255.3% | -9.0% |
| All | -4.3% | +232.7% | -237.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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