+189.9%
LQD vs EXEL
+986.1%
-796.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.2% | +1.4% | -1.1% | +0.2% |
| 30D | -0.6% | +6.7% | -7.2% | -0.6% |
| 3M | -1.2% | +11.5% | -12.7% | -1.2% |
| 6M | -1.9% | +38.8% | -40.7% | -2.0% |
| YTD | -1.3% | +31.6% | -32.8% | -1.4% |
| 1Y | -1.0% | +53.0% | -54.0% | -1.1% |
| 3Y | +15.2% | +160.8% | -145.6% | +14.9% |
| 5Y | -4.4% | +190.1% | -194.5% | -4.7% |
| 10Y | +22.6% | +367.0% | -344.4% | +22.4% |
| All | +189.9% | +986.1% | -796.1% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling