-5.8%
LQD vs XLB
+32.8%
-38.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -1.1% | -3.5% | +2.5% | -0.5% |
| 30D | -1.1% | -4.7% | +3.5% | -0.4% |
| 3M | -2.3% | +2.7% | -5.1% | -2.8% |
| 6M | -2.9% | +2.6% | -5.5% | -3.4% |
| YTD | -2.3% | +12.8% | -15.2% | -4.5% |
| 1Y | -2.2% | +14.0% | -16.1% | -4.5% |
| 3Y | +14.0% | +31.5% | -17.5% | +7.9% |
| 5Y | -5.8% | +33.4% | -39.2% | -11.9% |
| All | -5.8% | +32.8% | -38.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling