-6.0%
LQD vs XLF
+65.0%
-71.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -1.5% | +0.4% | -0.9% |
| 30D | -1.3% | -1.2% | -0.1% | -1.2% |
| 3M | -3.2% | +9.2% | -12.4% | -4.2% |
| 6M | -2.1% | +16.3% | -18.5% | -3.9% |
| YTD | -2.4% | +5.4% | -7.8% | -3.1% |
| 1Y | -2.7% | +7.6% | -10.3% | -3.7% |
| 3Y | +14.2% | +74.2% | -60.0% | +5.6% |
| All | -6.0% | +65.0% | -71.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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