-5.8%
LQD vs XOP
+156.4%
-162.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -1.1% | +1.6% | -2.7% | -1.1% |
| 30D | -1.1% | +9.6% | -10.7% | -1.2% |
| 3M | -2.3% | +16.9% | -19.3% | -2.5% |
| 6M | -2.9% | +24.0% | -26.9% | -3.2% |
| YTD | -2.3% | +56.2% | -58.5% | -3.1% |
| 1Y | -2.2% | +51.8% | -54.0% | -3.0% |
| 3Y | +14.0% | +37.0% | -22.9% | +12.9% |
| 5Y | -5.8% | +163.4% | -169.2% | -6.2% |
| All | -5.8% | +156.4% | -162.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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