-1.0%
LQD vs XLP
+6.9%
-7.9%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.2% | -1.4% | +1.7% | +0.3% |
| 30D | -0.6% | -1.3% | +0.7% | -0.5% |
| 3M | -1.2% | +1.8% | -3.1% | -1.3% |
| 6M | -1.9% | -0.8% | -1.1% | -2.0% |
| YTD | -1.3% | +9.5% | -10.8% | -1.7% |
| 1Y | -1.0% | +7.2% | -8.2% | -1.4% |
| All | -1.0% | +6.9% | -7.9% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling