+189.9%
LQD vs XLB
+726.1%
-536.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.4% | -1.4% | +1.0% | -0.3% |
| 30D | -0.8% | -0.4% | -0.4% | -0.8% |
| 3M | -1.9% | +2.0% | -3.9% | -2.0% |
| 6M | -2.7% | +1.8% | -4.5% | -2.8% |
| YTD | -1.3% | +16.6% | -17.8% | -2.0% |
| 1Y | 0.0% | +16.9% | -17.0% | -0.7% |
| 3Y | +14.9% | +32.6% | -17.6% | +13.4% |
| 5Y | -4.6% | +35.6% | -40.2% | -6.1% |
| 10Y | +22.0% | +160.0% | -138.0% | +18.0% |
| All | +189.9% | +726.1% | -536.2% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling