+51.2%
XLE vs LQD
-1.2%
+52.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.6% |
| 7D | +0.3% | 0.0% | +0.4% | +0.3% |
| 30D | +8.5% | -0.2% | +8.7% | +8.3% |
| 3M | +14.6% | -1.7% | +16.3% | +12.5% |
| 6M | +17.6% | -2.7% | +20.2% | +15.5% |
| YTD | +48.1% | -1.4% | +49.5% | +45.7% |
| All | +51.2% | -1.2% | +52.3% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling