+189.9%
LQD vs RTX
+1,426.9%
-1,236.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.2% | -3.1% | +3.3% | +0.3% |
| 30D | -0.6% | -10.6% | +10.0% | -0.3% |
| 3M | -1.2% | +11.6% | -12.9% | -1.6% |
| 6M | -1.9% | -4.5% | +2.6% | -1.9% |
| YTD | -1.3% | +9.6% | -10.8% | -1.6% |
| 1Y | -1.0% | +30.8% | -31.8% | -1.9% |
| 3Y | +15.2% | +152.8% | -137.6% | +11.7% |
| 5Y | -4.4% | +167.1% | -171.5% | -7.6% |
| 10Y | +22.6% | +275.2% | -252.6% | +17.2% |
| All | +189.9% | +1,426.9% | -1,236.9% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling