+987.2%
XLE vs LQD
+187.0%
+800.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -6.7% | +0.2% | -6.9% | -6.8% |
| 30D | -4.4% | +1.4% | -5.8% | -4.8% |
| 3M | +4.0% | -1.1% | +5.1% | +4.3% |
| 6M | +13.2% | -2.9% | +16.1% | +14.0% |
| YTD | +41.9% | -2.3% | +44.2% | +42.6% |
| 1Y | +41.6% | -2.1% | +43.7% | +42.2% |
| 3Y | +64.0% | +15.9% | +48.0% | +56.4% |
| 5Y | +158.1% | -4.9% | +163.0% | +160.5% |
| 10Y | +163.9% | +24.8% | +139.1% | +149.6% |
| All | +987.2% | +187.0% | +800.2% | +988.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling