-6.0%
LQD vs XLI
+80.9%
-87.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | -1.3% | -7.3% | +6.0% | -0.1% |
| 3M | -3.2% | -1.3% | -1.9% | -3.1% |
| 6M | -2.1% | +2.2% | -4.4% | -2.6% |
| YTD | -2.4% | +11.7% | -14.1% | -4.3% |
| 1Y | -2.7% | +14.3% | -16.9% | -5.0% |
| 3Y | +14.2% | +70.3% | -56.1% | +2.9% |
| All | -6.0% | +80.9% | -87.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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