-6.0%
LQD vs RUN
-81.0%
+74.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.1% | -3.7% | +2.6% | -1.0% |
| 30D | -1.3% | -13.0% | +11.7% | -0.9% |
| 3M | -3.2% | -31.8% | +28.6% | -2.3% |
| 6M | -2.1% | -32.2% | +30.1% | -1.4% |
| YTD | -2.4% | -53.5% | +51.1% | -0.9% |
| 1Y | -2.7% | -46.5% | +43.9% | -1.9% |
| 3Y | +14.2% | -37.6% | +51.8% | +10.1% |
| All | -6.0% | -81.0% | +74.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling