-2.7%
LQD vs XLV
+21.9%
-24.6%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | -3.6% | +2.5% | -0.8% |
| 30D | -1.3% | -1.8% | +0.5% | -1.1% |
| 3M | -3.2% | +7.8% | -11.0% | -4.0% |
| 6M | -2.1% | +9.1% | -11.2% | -3.2% |
| YTD | -2.4% | +7.7% | -10.1% | -3.3% |
| 1Y | -2.7% | +20.4% | -23.1% | -4.5% |
| All | -2.7% | +21.9% | -24.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling