+14.2%
LQD vs EXEL
+160.7%
-146.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -1.1% | -2.9% | +1.8% | -1.0% |
| 30D | -1.1% | +11.9% | -13.0% | -1.4% |
| 3M | -2.3% | +9.2% | -11.6% | -2.6% |
| 6M | -2.9% | +39.1% | -42.0% | -3.8% |
| YTD | -2.3% | +31.0% | -33.3% | -3.1% |
| 1Y | -2.2% | +52.3% | -54.5% | -3.3% |
| All | +14.2% | +160.7% | -146.5% | +10.3% |
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