+14.2%
LQD vs TROW
+11.3%
+2.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | -1.1% | -3.2% | +2.1% | -0.8% |
| 30D | -1.3% | -4.6% | +3.3% | -0.9% |
| 3M | -3.2% | -0.7% | -2.6% | -3.2% |
| 6M | -2.1% | +22.2% | -24.3% | -3.9% |
| YTD | -2.4% | +6.6% | -9.0% | -3.1% |
| 1Y | -2.7% | +5.8% | -8.5% | -3.4% |
| 3Y | +14.2% | +11.6% | +2.6% | +10.8% |
| All | +14.2% | +11.3% | +2.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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