-4.9%
LQD vs XLC
+37.1%
-42.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | 0.0% | -1.4% | +1.4% | +0.2% |
| 30D | -0.2% | -0.9% | +0.7% | -0.1% |
| 3M | -1.7% | -0.3% | -1.4% | -1.7% |
| 6M | -2.7% | -5.2% | +2.5% | -2.0% |
| YTD | -1.4% | -5.3% | +3.9% | -0.8% |
| 1Y | -1.0% | -2.8% | +1.8% | -0.7% |
| 3Y | +15.1% | +71.2% | -56.1% | +5.6% |
| All | -4.9% | +37.1% | -42.0% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling