+23.3%
LQD vs RSP
+211.3%
-188.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | -0.2% | -2.5% | +2.3% | +0.2% |
| 3M | -1.7% | +3.0% | -4.7% | -2.1% |
| 6M | -2.7% | +8.9% | -11.6% | -3.9% |
| YTD | -1.4% | +13.0% | -14.4% | -3.2% |
| 1Y | -1.0% | +16.2% | -17.2% | -3.2% |
| 3Y | +15.1% | +52.7% | -37.6% | +7.9% |
| 5Y | -5.2% | +50.5% | -55.7% | -11.3% |
| All | +23.3% | +211.3% | -188.0% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling