-6.0%
LQD vs ROST
+114.0%
-120.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.2% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -1.3% | -6.9% | +5.6% | -0.8% |
| 3M | -3.2% | -3.3% | +0.1% | -3.0% |
| 6M | -2.1% | +9.0% | -11.2% | -2.8% |
| YTD | -2.4% | +28.9% | -31.2% | -4.2% |
| 1Y | -2.7% | +54.0% | -56.6% | -5.7% |
| 3Y | +14.2% | +100.7% | -86.5% | +8.2% |
| All | -6.0% | +114.0% | -120.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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