+22.2%
LQD vs RRC
+4.6%
+17.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -1.1% | -2.0% | +0.9% | -1.1% |
| 30D | -1.3% | +2.4% | -3.7% | -1.3% |
| 3M | -3.2% | +8.6% | -11.8% | -3.2% |
| 6M | -2.1% | -1.4% | -0.7% | -2.1% |
| YTD | -2.4% | +17.3% | -19.6% | -2.4% |
| 1Y | -2.7% | +18.1% | -20.8% | -2.8% |
| 3Y | +14.2% | +32.8% | -18.6% | +14.0% |
| 5Y | -5.8% | +147.6% | -153.4% | -6.0% |
| All | +22.2% | +4.6% | +17.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling