+189.9%
LQD vs RY
+3,115.5%
-2,925.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.4% | +3.1% | -3.5% | -0.5% |
| 30D | -0.8% | -0.3% | -0.4% | -0.8% |
| 3M | -1.9% | +8.7% | -10.6% | -2.3% |
| 6M | -2.7% | +28.5% | -31.2% | -3.8% |
| YTD | -1.3% | +25.1% | -26.4% | -2.4% |
| 1Y | 0.0% | +46.3% | -46.3% | -1.9% |
| 3Y | +14.9% | +154.9% | -140.0% | +9.9% |
| 5Y | -4.6% | +140.3% | -144.9% | -8.7% |
| 10Y | +22.0% | +377.0% | -355.1% | +13.7% |
| All | +189.9% | +3,115.5% | -2,925.6% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling