-6.0%
LQD vs XPO
+261.3%
-267.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.1% | -5.7% | +4.6% | -0.9% |
| 30D | -1.3% | -12.8% | +11.5% | -0.7% |
| 3M | -3.2% | -20.0% | +16.8% | -2.3% |
| 6M | -2.1% | -6.0% | +3.9% | -2.0% |
| YTD | -2.4% | +34.0% | -36.4% | -3.9% |
| 1Y | -2.7% | +35.6% | -38.2% | -4.3% |
| 3Y | +14.2% | +152.3% | -138.1% | +7.1% |
| All | -6.0% | +261.3% | -267.3% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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