-6.0%
LQD vs XLV
+33.9%
-40.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | -3.6% | +2.5% | -0.5% |
| 30D | -1.3% | -1.8% | +0.5% | -1.0% |
| 3M | -3.2% | +7.8% | -11.0% | -4.7% |
| 6M | -2.1% | +9.1% | -11.2% | -3.9% |
| YTD | -2.4% | +7.7% | -10.1% | -3.9% |
| 1Y | -2.7% | +20.4% | -23.1% | -6.4% |
| 3Y | +14.2% | +30.8% | -16.6% | +7.3% |
| All | -6.0% | +33.9% | -40.0% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling