+126.0%
LQD vs XRT
+539.9%
-413.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | +1.7% | -3.4% | -1.7% |
| 30D | +0.5% | +7.5% | -7.0% | +0.2% |
| 3M | -2.3% | +2.2% | -4.5% | -2.4% |
| 6M | -3.1% | +14.7% | -17.7% | -3.6% |
| YTD | -3.0% | +7.5% | -10.5% | -3.3% |
| 1Y | -2.6% | +14.1% | -16.7% | -3.1% |
| 3Y | +15.2% | +58.8% | -43.6% | +13.0% |
| 5Y | -5.2% | -3.9% | -1.3% | -6.2% |
| 10Y | +24.6% | +137.7% | -113.1% | +20.3% |
| All | +126.0% | +539.9% | -413.9% | +112.7% |
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