-4.9%
LQD vs ROIV
+298.6%
-303.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -0.5% | +9.5% | -10.0% | -0.7% |
| 30D | +1.7% | +21.0% | -19.3% | +1.3% |
| 3M | -0.7% | +18.7% | -19.4% | -1.2% |
| 6M | -2.2% | +44.5% | -46.8% | -3.2% |
| YTD | -1.9% | +92.9% | -94.7% | -3.6% |
| 1Y | -2.0% | +100.2% | -102.3% | -3.8% |
| 3Y | +16.5% | +375.0% | -358.5% | +12.0% |
| 5Y | -4.2% | +435.2% | -439.4% | -9.7% |
| All | -4.9% | +298.6% | -303.5% | -9.4% |
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