+189.9%
LQD vs TXT
+392.4%
-202.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | -0.6% | -11.1% | +10.5% | -0.3% |
| 3M | -1.2% | -13.0% | +11.8% | -0.9% |
| 6M | -1.9% | -16.2% | +14.3% | -1.6% |
| YTD | -1.3% | -8.7% | +7.4% | -1.1% |
| 1Y | -1.0% | -3.8% | +2.8% | -1.0% |
| 3Y | +15.2% | +5.5% | +9.7% | +14.9% |
| 5Y | -4.4% | +12.3% | -16.7% | -4.9% |
| 10Y | +22.6% | +97.4% | -74.8% | +19.9% |
| All | +189.9% | +392.4% | -202.4% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling