+14.2%
LQD vs RTX
+162.3%
-148.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | -1.1% | -11.2% | +10.1% | -0.6% |
| 3M | -2.3% | +12.0% | -14.4% | -2.9% |
| 6M | -2.9% | -3.6% | +0.7% | -2.8% |
| YTD | -2.3% | +9.2% | -11.5% | -2.9% |
| 1Y | -2.2% | +29.7% | -31.9% | -3.6% |
| All | +14.2% | +162.3% | -148.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 3y: compounded portfolio wealth divided by compounded RTX 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…
3y analysis · Full analysis span regression · 6 months rolling