-2.7%
LQD vs EXEL
+48.5%
-51.2%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.1% |
| 7D | -1.1% | -4.9% | +3.8% | -0.9% |
| 30D | -1.3% | +11.4% | -12.7% | -1.7% |
| 3M | -3.2% | +4.9% | -8.1% | -3.4% |
| 6M | -2.1% | +34.4% | -36.5% | -3.2% |
| YTD | -2.4% | +28.0% | -30.4% | -3.3% |
| 1Y | -2.7% | +43.6% | -46.3% | -3.7% |
| All | -2.7% | +48.5% | -51.2% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling