+35.4%
LQD vs RUN
-29.4%
+64.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | +0.2% | +10.2% | -9.9% | 0.0% |
| 30D | -0.6% | -9.6% | +9.0% | -0.4% |
| 3M | -1.2% | -31.5% | +30.3% | -0.4% |
| 6M | -1.9% | -18.7% | +16.8% | -1.7% |
| YTD | -1.3% | -49.9% | +48.6% | -0.2% |
| 1Y | -1.0% | -45.5% | +44.5% | -0.3% |
| 3Y | +15.2% | -34.1% | +49.3% | +12.0% |
| 5Y | -4.4% | -79.4% | +75.0% | -5.7% |
| 10Y | +22.6% | +48.9% | -26.4% | +15.9% |
| All | +35.4% | -29.4% | +64.8% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling