-5.8%
LQD vs RPRX
+72.5%
-78.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.7% |
| 7D | -1.1% | -8.0% | +7.0% | -0.6% |
| 30D | -1.1% | +2.1% | -3.2% | -1.3% |
| 3M | -2.3% | +8.2% | -10.5% | -2.9% |
| 6M | -2.9% | +28.9% | -31.8% | -4.6% |
| YTD | -2.3% | +54.1% | -56.4% | -5.2% |
| 1Y | -2.2% | +65.5% | -67.7% | -5.5% |
| 3Y | +14.0% | +117.3% | -103.3% | +7.8% |
| 5Y | -5.8% | +71.6% | -77.4% | -8.8% |
| All | -5.8% | +72.5% | -78.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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