+22.2%
LQD vs XLV
+174.9%
-152.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | -3.6% | +2.5% | -0.6% |
| 30D | -1.3% | -1.8% | +0.5% | -1.1% |
| 3M | -3.2% | +7.8% | -11.0% | -4.2% |
| 6M | -2.1% | +9.1% | -11.2% | -3.3% |
| YTD | -2.4% | +7.7% | -10.1% | -3.4% |
| 1Y | -2.7% | +20.4% | -23.1% | -5.1% |
| 3Y | +14.2% | +30.8% | -16.6% | +9.9% |
| 5Y | -5.8% | +34.6% | -40.4% | -9.8% |
| All | +22.2% | +174.9% | -152.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 10y: compounded portfolio wealth divided by compounded XLV 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…
10y analysis · Full analysis span regression · 6 months rolling