+14.2%
LQD vs XYZ
+46.8%
-32.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -4.3% | +3.2% | -0.9% |
| 30D | -1.3% | +1.2% | -2.5% | -1.4% |
| 3M | -3.2% | +14.6% | -17.9% | -3.8% |
| 6M | -2.1% | +22.6% | -24.7% | -3.0% |
| YTD | -2.4% | +21.7% | -24.0% | -3.3% |
| 1Y | -2.7% | +6.7% | -9.4% | -3.2% |
| 3Y | +14.2% | +46.8% | -32.7% | +8.4% |
| All | +14.2% | +46.8% | -32.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 3y: compounded portfolio wealth divided by compounded XYZ 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…
3y analysis · Full analysis span regression · 6 months rolling