+54.9%
XLE vs LQD
+15.0%
+39.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +12.6% | -0.6% | +13.2% | +12.6% |
| 3M | +11.8% | -1.2% | +13.0% | +11.9% |
| 6M | +16.1% | -1.9% | +18.0% | +16.3% |
| YTD | +46.9% | -1.3% | +48.1% | +46.8% |
| 1Y | +53.3% | -1.0% | +54.3% | +53.1% |
| 3Y | +54.9% | +15.2% | +39.7% | +47.6% |
| All | +54.9% | +15.0% | +39.9% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling