+184.9%
LQD vs ROL
+4,481.9%
-4,297.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -1.6% | +3.0% | -4.6% | -1.7% |
| 30D | +0.5% | +19.8% | -19.2% | +0.4% |
| 3M | -2.3% | +7.9% | -10.2% | -2.4% |
| 6M | -3.1% | -25.6% | +22.6% | -2.9% |
| YTD | -3.0% | -34.1% | +31.2% | -2.7% |
| 1Y | -2.6% | -31.4% | +28.8% | -2.3% |
| 3Y | +15.2% | +4.7% | +10.5% | +15.2% |
| 5Y | -5.2% | +15.6% | -20.8% | -5.2% |
| 10Y | +24.6% | +220.6% | -196.0% | +26.2% |
| All | +184.9% | +4,481.9% | -4,297.0% | +211.0% |
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