+188.1%
LQD vs RY
+3,027.4%
-2,839.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.5% | -3.0% | +2.5% | -0.4% |
| 30D | +1.7% | +6.3% | -4.5% | +1.4% |
| 3M | -0.7% | -2.6% | +1.9% | -0.6% |
| 6M | -2.2% | +13.9% | -16.2% | -2.9% |
| YTD | -1.9% | +21.7% | -23.6% | -2.9% |
| 1Y | -2.0% | +40.4% | -42.5% | -3.7% |
| 3Y | +16.5% | +161.3% | -144.8% | +11.3% |
| 5Y | -4.2% | +126.5% | -130.7% | -8.1% |
| 10Y | +26.0% | +354.3% | -328.4% | +17.6% |
| All | +188.1% | +3,027.4% | -2,839.3% | +164.5% |
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