+189.5%
LQD vs OXY
+829.4%
-639.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.2% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | -0.2% | +4.5% | -4.7% | -0.3% |
| 3M | -1.7% | +8.9% | -10.6% | -1.9% |
| 6M | -2.7% | +12.5% | -15.1% | -3.0% |
| YTD | -1.4% | +50.5% | -51.9% | -2.3% |
| 1Y | -1.0% | +38.6% | -39.6% | -1.8% |
| 3Y | +15.1% | -1.2% | +16.3% | +14.7% |
| 5Y | -5.2% | +161.6% | -166.8% | -7.8% |
| 10Y | +23.3% | +5.3% | +18.0% | +19.0% |
| All | +189.5% | +829.4% | -639.9% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling