+1,012.9%
XLE vs LQD
+190.1%
+822.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +11.8% | -0.8% | +12.5% | +12.0% |
| 3M | +9.8% | -1.9% | +11.7% | +10.4% |
| 6M | +15.6% | -2.7% | +18.2% | +16.3% |
| YTD | +45.3% | -1.3% | +46.5% | +45.6% |
| 1Y | +48.3% | 0.0% | +48.3% | +48.0% |
| 3Y | +55.4% | +14.9% | +40.5% | +48.7% |
| 5Y | +216.1% | -4.6% | +220.7% | +218.9% |
| 10Y | +178.4% | +22.0% | +156.4% | +164.5% |
| All | +1,012.9% | +190.1% | +822.7% | +1,011.4% |
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