+17.4%
LQD vs XLP
+43.2%
-25.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | +2.2% | +8.9% | -6.7% | +0.9% |
| 3M | -0.9% | +7.5% | -8.4% | -2.0% |
| 6M | -2.2% | +9.4% | -11.6% | -3.6% |
| YTD | -1.6% | +19.3% | -20.9% | -4.5% |
| 1Y | -1.3% | +21.7% | -23.0% | -4.6% |
| 3Y | +17.4% | +44.0% | -26.6% | +12.0% |
| All | +17.4% | +43.2% | -25.8% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling