-5.2%
LQD vs ROL
-6.0%
+0.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | -3.3% | +3.2% | +0.2% |
| 30D | -0.2% | -7.2% | +7.0% | +0.3% |
| 3M | -1.7% | -27.0% | +25.3% | +0.4% |
| 6M | -2.7% | -39.5% | +36.8% | +0.7% |
| YTD | -1.4% | -41.8% | +40.4% | +2.2% |
| 1Y | -1.0% | -38.9% | +37.9% | +2.2% |
| 3Y | +15.1% | -0.4% | +15.4% | +13.4% |
| 5Y | -5.2% | -4.2% | -1.0% | -7.9% |
| All | -5.2% | -6.0% | +0.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 5y: compounded portfolio wealth divided by compounded ROL 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…
5y analysis · Full analysis span regression · 6 months rolling