+33.6%
LQD vs XYZ
+608.9%
-575.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | 0.0% | -3.7% | +3.7% | +0.1% |
| 30D | -0.2% | +0.5% | -0.7% | -0.2% |
| 3M | -1.7% | +16.3% | -18.0% | -2.3% |
| 6M | -2.7% | +21.1% | -23.8% | -3.6% |
| YTD | -1.4% | +22.0% | -23.4% | -2.5% |
| 1Y | -1.0% | +5.2% | -6.1% | -1.6% |
| 3Y | +15.1% | +49.6% | -34.5% | +11.5% |
| 5Y | -5.2% | -68.4% | +63.2% | -4.6% |
| 10Y | +23.3% | +604.5% | -581.2% | +16.0% |
| All | +33.6% | +608.9% | -575.4% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling