+15.2%
LQD vs EXEL
+230.5%
-215.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | +0.5% | +13.1% | -12.6% | +0.1% |
| 3M | -2.3% | +36.3% | -38.6% | -3.3% |
| 6M | -3.1% | +34.5% | -37.6% | -4.0% |
| YTD | -3.0% | +57.4% | -60.4% | -4.4% |
| 1Y | -2.6% | +62.9% | -65.5% | -4.1% |
| 3Y | +15.2% | +229.5% | -214.3% | +10.7% |
| All | +15.2% | +230.5% | -215.3% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling