+3,407.0%
XLK vs LQD
+187.0%
+3,220.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +0.2% | -1.1% | +1.3% | +0.6% |
| 30D | -0.6% | -1.3% | +0.7% | -0.1% |
| 3M | +2.6% | -3.2% | +5.8% | +3.9% |
| 6M | +34.0% | -2.1% | +36.1% | +35.2% |
| YTD | +30.7% | -2.4% | +33.0% | +32.0% |
| 1Y | +39.2% | -2.7% | +41.9% | +40.8% |
| 3Y | +120.4% | +14.2% | +106.2% | +110.7% |
| 5Y | +148.8% | -5.8% | +154.6% | +149.1% |
| 10Y | +803.3% | +22.2% | +781.1% | +778.2% |
| All | +3,407.0% | +187.0% | +3,220.0% | +4,991.0% |
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