+25.2%
LQD vs RVTY
+211.6%
-186.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.1% |
| 7D | -1.6% | -0.5% | -1.2% | -1.6% |
| 30D | +0.5% | +1.5% | -1.0% | +0.3% |
| 3M | -2.3% | +31.5% | -33.8% | -4.4% |
| 6M | -3.1% | +62.7% | -65.7% | -6.8% |
| YTD | -3.0% | +60.0% | -62.9% | -6.8% |
| 1Y | -2.6% | +65.7% | -68.3% | -6.7% |
| 3Y | +15.2% | +85.2% | -70.0% | +8.3% |
| 5Y | -5.2% | -14.9% | +9.7% | -6.4% |
| All | +25.2% | +211.6% | -186.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling