+22.2%
LQD vs RSP
+209.2%
-187.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -1.1% | -3.1% | +2.0% | -0.6% |
| 30D | -1.1% | -3.4% | +2.3% | -0.6% |
| 3M | -2.3% | +3.6% | -6.0% | -2.9% |
| 6M | -2.9% | +9.0% | -11.9% | -4.1% |
| YTD | -2.3% | +12.2% | -14.5% | -4.0% |
| 1Y | -2.2% | +15.6% | -17.7% | -4.3% |
| 3Y | +14.0% | +51.6% | -37.6% | +7.1% |
| 5Y | -5.8% | +50.4% | -56.2% | -11.8% |
| All | +22.2% | +209.2% | -187.0% | +8.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling