+189.5%
LQD vs RRX
+1,121.5%
-932.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.1% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | -0.2% | -8.0% | +7.8% | -0.1% |
| 3M | -1.7% | -25.1% | +23.4% | -1.3% |
| 6M | -2.7% | -18.3% | +15.6% | -2.5% |
| YTD | -1.4% | +14.2% | -15.6% | -1.7% |
| 1Y | -1.0% | +13.0% | -14.0% | -1.3% |
| 3Y | +15.1% | +4.2% | +10.9% | +14.4% |
| 5Y | -5.2% | +17.9% | -23.1% | -5.9% |
| 10Y | +23.3% | +220.4% | -197.1% | +22.1% |
| All | +189.5% | +1,121.5% | -932.1% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling