+148.0%
LQD vs XPO
+10,152.6%
-10,004.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.2% | +2.7% | -2.4% | +0.2% |
| 30D | -0.6% | -6.2% | +5.6% | -0.5% |
| 3M | -1.2% | -15.4% | +14.2% | -1.1% |
| 6M | -1.9% | +0.7% | -2.7% | -2.0% |
| YTD | -1.3% | +39.8% | -41.1% | -1.7% |
| 1Y | -1.0% | +43.3% | -44.3% | -1.4% |
| 3Y | +15.2% | +166.0% | -150.8% | +13.8% |
| 5Y | -4.4% | +274.2% | -278.6% | -6.2% |
| 10Y | +22.6% | +1,429.0% | -1,406.4% | +20.2% |
| All | +148.0% | +10,152.6% | -10,004.6% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling