+59.9%
LQD vs XYL
+459.9%
-400.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | 0.0% | +0.8% | -0.9% | -0.1% |
| 30D | -0.2% | -10.8% | +10.6% | +0.4% |
| 3M | -1.7% | -2.5% | +0.9% | -1.6% |
| 6M | -2.7% | -12.2% | +9.5% | -2.1% |
| YTD | -1.4% | -20.1% | +18.7% | -0.5% |
| 1Y | -1.0% | -20.6% | +19.7% | 0.0% |
| 3Y | +15.1% | +17.3% | -2.3% | +13.9% |
| 5Y | -5.2% | -14.5% | +9.3% | -5.7% |
| 10Y | +23.3% | +150.2% | -126.9% | +21.5% |
| All | +59.9% | +459.9% | -400.0% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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