+15.2%
LQD vs TXT
+10.4%
+4.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +0.5% | +13.3% | -12.8% | -0.2% |
| 3M | -2.3% | -5.0% | +2.7% | -2.1% |
| 6M | -3.1% | -8.4% | +5.4% | -2.7% |
| YTD | -3.0% | -4.0% | +1.0% | -3.0% |
| 1Y | -2.6% | +2.8% | -5.3% | -3.0% |
| 3Y | +15.2% | +10.3% | +4.9% | +14.2% |
| All | +15.2% | +10.4% | +4.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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