-2.7%
LQD vs ROP
-23.7%
+21.1%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | -4.6% | +3.5% | -1.1% |
| 30D | -1.3% | -1.7% | +0.4% | -1.3% |
| 3M | -3.2% | +17.1% | -20.3% | -3.2% |
| 6M | -2.1% | +10.9% | -13.0% | -2.1% |
| YTD | -2.4% | -12.1% | +9.7% | -2.0% |
| 1Y | -2.7% | -24.2% | +21.6% | -2.4% |
| All | -2.7% | -23.7% | +21.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling