-6.0%
LQD vs XLU
+42.8%
-48.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.1% | -1.6% | +0.5% | -0.8% |
| 30D | -1.3% | -3.3% | +2.0% | -0.7% |
| 3M | -3.2% | -3.2% | -0.1% | -2.7% |
| 6M | -2.1% | -7.0% | +4.8% | -0.9% |
| YTD | -2.4% | +0.6% | -3.0% | -2.7% |
| 1Y | -2.7% | +2.4% | -5.1% | -3.4% |
| 3Y | +14.2% | +46.3% | -32.1% | +4.6% |
| All | -6.0% | +42.8% | -48.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 5y: compounded portfolio wealth divided by compounded XLU 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…
5y analysis · Full analysis span regression · 6 months rolling