+189.9%
LQD vs ROP
+2,723.1%
-2,533.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | +0.1% |
| 7D | -0.4% | -4.4% | +4.0% | -0.3% |
| 30D | -0.8% | +3.2% | -4.0% | -0.9% |
| 3M | -1.9% | +23.1% | -25.0% | -2.5% |
| 6M | -2.7% | +13.3% | -16.0% | -3.0% |
| YTD | -1.3% | -7.9% | +6.6% | -1.1% |
| 1Y | 0.0% | -22.1% | +22.0% | +0.6% |
| 3Y | +14.9% | -16.8% | +31.7% | +15.3% |
| 5Y | -4.6% | -13.5% | +9.0% | -4.5% |
| 10Y | +22.0% | +137.7% | -115.7% | +20.7% |
| All | +189.9% | +2,723.1% | -2,533.2% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling