+189.9%
LQD vs ROST
+5,559.9%
-5,370.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -0.6% | -10.0% | +9.4% | -0.4% |
| 3M | -1.2% | +1.2% | -2.4% | -1.2% |
| 6M | -1.9% | +8.9% | -10.9% | -2.1% |
| YTD | -1.3% | +28.1% | -29.3% | -1.8% |
| 1Y | -1.0% | +53.0% | -54.0% | -1.9% |
| 3Y | +15.2% | +97.9% | -82.6% | +13.6% |
| 5Y | -4.4% | +112.0% | -116.4% | -6.1% |
| 10Y | +22.6% | +303.0% | -280.4% | +20.3% |
| All | +189.9% | +5,559.9% | -5,370.0% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling