+151.2%
LQD vs RSP
+1,139.7%
-988.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | -0.8% | -0.3% | -0.4% | -0.7% |
| 3M | -1.9% | +4.3% | -6.2% | -2.2% |
| 6M | -2.7% | +8.8% | -11.5% | -3.3% |
| YTD | -1.3% | +15.3% | -16.5% | -2.3% |
| 1Y | 0.0% | +18.3% | -18.3% | -1.2% |
| 3Y | +14.9% | +52.8% | -37.9% | +11.4% |
| 5Y | -4.6% | +51.7% | -56.3% | -7.6% |
| 10Y | +22.0% | +208.5% | -186.5% | +14.1% |
| All | +151.2% | +1,139.7% | -988.5% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling