+15.2%
LQD vs XLP
+45.4%
-30.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.6% | +2.5% | -4.2% | -2.0% |
| 30D | +0.5% | +7.3% | -6.8% | -0.5% |
| 3M | -2.3% | +8.1% | -10.4% | -3.4% |
| 6M | -3.1% | +10.5% | -13.5% | -4.5% |
| YTD | -3.0% | +21.2% | -24.2% | -6.1% |
| 1Y | -2.6% | +22.7% | -25.3% | -5.9% |
| 3Y | +15.2% | +44.8% | -29.6% | +9.6% |
| All | +15.2% | +45.4% | -30.2% | +9.6% |
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