+20.7%
XLK vs LQD
-1.7%
+22.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.1% |
| 7D | -7.6% | +0.4% | -8.0% | -8.1% |
| 30D | -12.2% | +2.6% | -14.8% | -15.8% |
| 3M | -5.5% | -1.7% | -3.7% | -2.0% |
| 6M | +9.2% | -1.9% | +11.1% | +13.9% |
| YTD | +23.0% | -2.2% | +25.2% | +27.8% |
| 1Y | +20.7% | -1.9% | +22.6% | +25.2% |
| All | +20.7% | -1.7% | +22.4% | +25.2% |
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