-1.9%
LQD vs RSP
+21.9%
-23.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | +0.4% | +2.7% | -2.3% | -0.3% |
| 30D | +2.6% | +5.8% | -3.2% | +1.1% |
| 3M | -1.7% | +1.8% | -3.5% | -2.3% |
| 6M | -1.9% | +11.6% | -13.5% | -4.6% |
| YTD | -2.2% | +18.0% | -20.2% | -6.1% |
| 1Y | -1.9% | +21.8% | -23.7% | -6.2% |
| All | -1.9% | +21.9% | -23.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 1y: compounded portfolio wealth divided by compounded RSP 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…
1y analysis · Full analysis span regression · 6 months rolling