+225.7%
XLE vs LQD
-4.3%
+230.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.7% |
| 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% | +46.9% |
| 1Y | +53.3% | -1.0% | +54.3% | +53.2% |
| 3Y | +54.9% | +15.2% | +39.7% | +51.9% |
| 5Y | +225.7% | -4.4% | +230.1% | +195.9% |
| All | +225.7% | -4.3% | +230.0% | +195.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling