+148.7%
XLK vs LQD
-6.0%
+154.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +0.2% | -1.1% | +1.3% | +1.3% |
| 30D | -0.6% | -1.3% | +0.7% | +0.6% |
| 3M | +2.6% | -3.2% | +5.8% | +5.8% |
| 6M | +34.0% | -2.1% | +36.1% | +37.0% |
| YTD | +30.7% | -2.4% | +33.0% | +33.9% |
| 1Y | +39.2% | -2.7% | +41.9% | +43.0% |
| 3Y | +120.4% | +14.2% | +106.2% | +95.2% |
| All | +148.7% | -6.0% | +154.7% | +149.9% |
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