+189.5%
LQD vs XLI
+1,110.0%
-920.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | 0.0% | -0.6% | +0.5% | 0.0% |
| 30D | -0.2% | -6.9% | +6.7% | +0.1% |
| 3M | -1.7% | -1.9% | +0.2% | -1.6% |
| 6M | -2.7% | +1.0% | -3.7% | -2.8% |
| YTD | -1.4% | +11.3% | -12.8% | -1.9% |
| 1Y | -1.0% | +15.8% | -16.8% | -1.7% |
| 3Y | +15.1% | +69.8% | -54.8% | +12.3% |
| 5Y | -5.2% | +80.9% | -86.1% | -7.8% |
| 10Y | +23.3% | +257.2% | -233.9% | +18.1% |
| All | +189.5% | +1,110.0% | -920.5% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling