+186.8%
LQD vs XLF
+408.5%
-221.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -1.5% | +0.4% | -1.1% |
| 30D | -1.3% | -1.2% | -0.1% | -1.3% |
| 3M | -3.2% | +9.2% | -12.4% | -3.4% |
| 6M | -2.1% | +16.3% | -18.5% | -2.5% |
| YTD | -2.4% | +5.4% | -7.8% | -2.5% |
| 1Y | -2.7% | +7.6% | -10.3% | -2.9% |
| 3Y | +14.2% | +74.2% | -60.0% | +12.7% |
| 5Y | -5.8% | +66.1% | -71.9% | -7.0% |
| 10Y | +22.2% | +252.8% | -230.6% | +19.2% |
| All | +186.8% | +408.5% | -221.7% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling