+22.6%
LQD vs XLP
+102.6%
-80.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.2% | -1.4% | +1.7% | +0.5% |
| 30D | -0.6% | -1.3% | +0.7% | -0.4% |
| 3M | -1.2% | +1.8% | -3.1% | -1.5% |
| 6M | -1.9% | -0.8% | -1.1% | -1.9% |
| YTD | -1.3% | +9.5% | -10.8% | -2.8% |
| 1Y | -1.0% | +7.2% | -8.2% | -2.2% |
| 3Y | +15.2% | +27.1% | -11.9% | +10.7% |
| 5Y | -4.4% | +32.0% | -36.5% | -8.8% |
| 10Y | +22.6% | +102.9% | -80.3% | +11.3% |
| All | +22.6% | +102.6% | -80.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling