-5.8%
LQD vs XME
+167.8%
-173.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.7% |
| 7D | -1.1% | -3.0% | +2.0% | -0.9% |
| 30D | -1.1% | -2.6% | +1.5% | -1.0% |
| 3M | -2.3% | +2.2% | -4.5% | -2.6% |
| 6M | -2.9% | +0.7% | -3.6% | -3.1% |
| YTD | -2.3% | +10.9% | -13.2% | -3.3% |
| 1Y | -2.2% | +35.7% | -37.9% | -4.7% |
| 3Y | +14.0% | +127.1% | -113.1% | +6.4% |
| 5Y | -5.8% | +168.5% | -174.2% | -11.8% |
| All | -5.8% | +167.8% | -173.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling