+14.2%
LQD vs RVMD
+537.4%
-523.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -3.0% | +1.9% | -1.0% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | -3.2% | +36.5% | -39.8% | -3.8% |
| 6M | -2.1% | +104.6% | -106.7% | -3.7% |
| YTD | -2.4% | +155.8% | -158.2% | -4.4% |
| 1Y | -2.7% | +340.7% | -343.3% | -5.9% |
| 3Y | +14.2% | +519.9% | -505.7% | +9.7% |
| All | +14.2% | +537.4% | -523.2% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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