-6.0%
LQD vs OXY
+160.1%
-166.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.1% | +2.8% | -3.9% | -1.1% |
| 30D | -1.3% | +5.5% | -6.7% | -1.3% |
| 3M | -3.2% | +11.3% | -14.5% | -3.2% |
| 6M | -2.1% | +11.6% | -13.7% | -2.2% |
| YTD | -2.4% | +51.6% | -53.9% | -2.8% |
| 1Y | -2.7% | +36.2% | -38.9% | -3.0% |
| 3Y | +14.2% | +1.7% | +12.5% | +13.7% |
| All | -6.0% | +160.1% | -166.1% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling