+189.9%
LQD vs ROL
+3,997.5%
-3,807.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.2% | -3.4% | +3.7% | +0.3% |
| 30D | -0.6% | -6.9% | +6.4% | -0.5% |
| 3M | -1.2% | -24.6% | +23.4% | -1.0% |
| 6M | -1.9% | -39.5% | +37.6% | -1.6% |
| YTD | -1.3% | -41.1% | +39.8% | -0.9% |
| 1Y | -1.0% | -37.9% | +36.9% | -0.7% |
| 3Y | +15.2% | +0.8% | +14.4% | +15.3% |
| 5Y | -4.4% | -4.7% | +0.3% | -4.4% |
| 10Y | +22.6% | +207.9% | -185.3% | +24.5% |
| All | +189.9% | +3,997.5% | -3,807.6% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling