+189.9%
LQD vs ROK
+3,784.0%
-3,594.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.2% | +2.8% | -2.5% | +0.2% |
| 30D | -0.6% | -2.4% | +1.8% | -0.5% |
| 3M | -1.2% | -4.7% | +3.5% | -1.1% |
| 6M | -1.9% | +16.8% | -18.7% | -2.4% |
| YTD | -1.3% | +11.4% | -12.6% | -1.6% |
| 1Y | -1.0% | +26.2% | -27.2% | -1.7% |
| 3Y | +15.2% | +51.9% | -36.6% | +13.6% |
| 5Y | -4.4% | +46.4% | -50.8% | -6.0% |
| 10Y | +22.6% | +343.5% | -320.9% | +18.4% |
| All | +189.9% | +3,784.0% | -3,594.0% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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