+22.2%
LQD vs XME
+421.4%
-399.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.1% | -4.2% | +3.1% | -0.9% |
| 30D | -1.3% | -2.7% | +1.4% | -1.2% |
| 3M | -3.2% | -3.9% | +0.7% | -3.1% |
| 6M | -2.1% | -1.0% | -1.2% | -2.3% |
| YTD | -2.4% | +9.8% | -12.2% | -3.1% |
| 1Y | -2.7% | +32.5% | -35.2% | -4.5% |
| 3Y | +14.2% | +124.3% | -110.1% | +8.5% |
| 5Y | -5.8% | +165.8% | -171.6% | -11.5% |
| All | +22.2% | +421.4% | -399.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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