+130.0%
LQD vs XRT
+514.3%
-384.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -0.8% | -4.2% | +3.4% | -0.6% |
| 3M | -1.9% | +5.1% | -7.0% | -2.1% |
| 6M | -2.7% | +2.4% | -5.1% | -2.8% |
| YTD | -1.3% | +3.2% | -4.5% | -1.4% |
| 1Y | 0.0% | +1.5% | -1.5% | -0.2% |
| 3Y | +14.9% | +40.6% | -25.7% | +13.2% |
| 5Y | -4.6% | -1.0% | -3.6% | -5.6% |
| 10Y | +22.0% | +128.4% | -106.4% | +18.0% |
| All | +130.0% | +514.3% | -384.3% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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