+15.3%
LQD vs XLP
+28.2%
-12.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | -0.8% | -0.9% | +0.1% | -0.7% |
| 3M | -1.9% | +3.8% | -5.7% | -2.6% |
| 6M | -2.7% | -1.7% | -0.9% | -2.4% |
| YTD | -1.3% | +10.3% | -11.5% | -3.1% |
| 1Y | 0.0% | +7.8% | -7.8% | -1.5% |
| All | +15.3% | +28.2% | -12.9% | +9.9% |
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