+15.2%
LQD vs XLC
+65.1%
-49.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -1.6% | +3.7% | -5.4% | -2.1% |
| 30D | +0.5% | -1.9% | +2.5% | +0.7% |
| 3M | -2.3% | -3.1% | +0.8% | -2.0% |
| 6M | -3.1% | -6.4% | +3.3% | -2.4% |
| YTD | -3.0% | -6.8% | +3.9% | -2.3% |
| 1Y | -2.6% | -1.7% | -0.9% | -2.5% |
| 3Y | +15.2% | +64.7% | -49.5% | +7.3% |
| All | +15.2% | +65.1% | -49.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 3y: compounded portfolio wealth divided by compounded XLC 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…
3y analysis · Full analysis span regression · 6 months rolling