+1.6%
LQD vs RVMD
+620.8%
-619.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -1.1% | -3.6% | +2.5% | -1.0% |
| 30D | -1.1% | -1.1% | -0.1% | -1.1% |
| 3M | -2.3% | +41.0% | -43.4% | -3.2% |
| 6M | -2.9% | +105.7% | -108.6% | -4.8% |
| YTD | -2.3% | +155.3% | -157.6% | -4.9% |
| 1Y | -2.2% | +402.7% | -404.9% | -6.4% |
| 3Y | +14.0% | +533.1% | -519.1% | +7.5% |
| 5Y | -5.8% | +583.5% | -589.3% | -12.4% |
| All | +1.6% | +620.8% | -619.3% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling