+23.3%
LQD vs RY
+372.5%
-349.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -0.2% | -1.9% | +1.7% | 0.0% |
| 3M | -1.7% | +5.1% | -6.8% | -2.3% |
| 6M | -2.7% | +28.2% | -30.8% | -5.3% |
| YTD | -1.4% | +22.9% | -24.3% | -3.7% |
| 1Y | -1.0% | +45.5% | -46.5% | -5.0% |
| 3Y | +15.1% | +156.7% | -141.6% | +3.7% |
| 5Y | -5.2% | +137.7% | -142.9% | -14.2% |
| 10Y | +23.3% | +375.5% | -352.2% | +5.4% |
| All | +23.3% | +372.5% | -349.2% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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