+189.0%
LQD vs XLP
+696.7%
-507.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | +2.2% | +8.9% | -6.7% | +1.5% |
| 3M | -0.9% | +7.5% | -8.4% | -1.5% |
| 6M | -2.2% | +9.4% | -11.6% | -3.0% |
| YTD | -1.6% | +19.3% | -20.9% | -3.1% |
| 1Y | -1.3% | +21.7% | -23.0% | -3.0% |
| 3Y | +17.4% | +44.0% | -26.6% | +13.8% |
| 5Y | -5.2% | +42.8% | -48.0% | -8.0% |
| 10Y | +25.7% | +128.8% | -103.1% | +19.1% |
| All | +189.0% | +696.7% | -507.8% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling