-6.0%
LQD vs TXT
+14.1%
-20.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | -1.3% | -8.9% | +7.6% | -0.6% |
| 3M | -3.2% | -13.6% | +10.4% | -2.3% |
| 6M | -2.1% | -13.1% | +11.0% | -1.3% |
| YTD | -2.4% | -7.0% | +4.7% | -2.1% |
| 1Y | -2.7% | -1.4% | -1.3% | -2.9% |
| 3Y | +14.2% | +7.0% | +7.2% | +12.5% |
| All | -6.0% | +14.1% | -20.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling