+15.3%
LQD vs RVTY
+16.6%
-1.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | 0.0% |
| 7D | 0.0% | -5.4% | +5.4% | +0.3% |
| 30D | -0.2% | +6.7% | -6.9% | -0.6% |
| 3M | -1.7% | +19.0% | -20.7% | -2.9% |
| 6M | -2.7% | +34.6% | -37.3% | -4.9% |
| YTD | -1.4% | +28.3% | -29.7% | -3.5% |
| 1Y | -1.0% | +46.0% | -47.0% | -4.0% |
| All | +15.3% | +16.6% | -1.3% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling