+22.2%
LQD vs RRX
+228.4%
-206.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.2% |
| 7D | -1.1% | -0.3% | -0.7% | -1.1% |
| 30D | -1.3% | -6.1% | +4.9% | -1.1% |
| 3M | -3.2% | -23.1% | +19.8% | -2.4% |
| 6M | -2.1% | -19.5% | +17.4% | -1.6% |
| YTD | -2.4% | +16.1% | -18.4% | -3.3% |
| 1Y | -2.7% | +12.9% | -15.6% | -3.6% |
| 3Y | +14.2% | +7.9% | +6.3% | +12.4% |
| 5Y | -5.8% | +19.1% | -24.9% | -8.1% |
| All | +22.2% | +228.4% | -206.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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