+189.9%
LQD vs RRC
+1,276.8%
-1,086.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.4% |
| 30D | -0.8% | +10.1% | -10.9% | -0.8% |
| 3M | -1.9% | +4.0% | -5.9% | -2.0% |
| 6M | -2.7% | +1.6% | -4.2% | -2.7% |
| YTD | -1.3% | +19.7% | -21.0% | -1.4% |
| 1Y | 0.0% | +21.4% | -21.4% | -0.2% |
| 3Y | +14.9% | +29.7% | -14.8% | +14.6% |
| 5Y | -4.6% | +153.9% | -158.4% | -5.3% |
| 10Y | +22.0% | +10.8% | +11.2% | +21.1% |
| All | +189.9% | +1,276.8% | -1,086.9% | +193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling