-1.9%
LQD vs OXY
+45.4%
-47.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +0.5% |
| 7D | +0.4% | -8.8% | +9.2% | -0.1% |
| 30D | +2.6% | -1.7% | +4.3% | +2.6% |
| 3M | -1.7% | +4.5% | -6.2% | -1.3% |
| 6M | -1.9% | -4.0% | +2.1% | -1.8% |
| YTD | -2.2% | +41.4% | -43.6% | -1.6% |
| 1Y | -1.9% | +45.9% | -47.8% | -1.0% |
| All | -1.9% | +45.4% | -47.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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