+181.3%
XLE vs LQD
+23.0%
+158.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | 0.0% | +0.4% | +0.3% |
| 30D | +8.5% | -0.2% | +8.7% | +8.6% |
| 3M | +14.6% | -1.7% | +16.3% | +15.2% |
| 6M | +17.6% | -2.7% | +20.2% | +18.5% |
| YTD | +48.1% | -1.4% | +49.5% | +48.6% |
| 1Y | +53.8% | -1.0% | +54.8% | +54.0% |
| 3Y | +56.2% | +15.1% | +41.2% | +47.1% |
| 5Y | +227.7% | -5.2% | +232.9% | +237.7% |
| 10Y | +181.3% | +23.3% | +158.0% | +197.6% |
| All | +181.3% | +23.0% | +158.3% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 10y: compounded portfolio wealth divided by compounded LQD 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…
10y analysis · Full analysis span regression · 6 months rolling