-2.7%
LQD vs XLB
+14.5%
-17.2%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.8% |
| 30D | -1.3% | -3.1% | +1.8% | -0.9% |
| 3M | -3.2% | -0.2% | -3.1% | -3.2% |
| 6M | -2.1% | +3.1% | -5.2% | -2.6% |
| YTD | -2.4% | +13.3% | -15.6% | -3.8% |
| 1Y | -2.7% | +12.0% | -14.7% | -4.2% |
| All | -2.7% | +14.5% | -17.2% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling