+52.6%
XOM vs LQD
-1.7%
+54.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -3.3% |
| 7D | -7.0% | +0.4% | -7.4% | -6.3% |
| 30D | +3.2% | +2.6% | +0.6% | +8.2% |
| 3M | +10.7% | -1.7% | +12.4% | +7.1% |
| 6M | +11.6% | -1.9% | +13.5% | +8.0% |
| YTD | +43.5% | -2.2% | +45.7% | +38.0% |
| 1Y | +52.6% | -1.9% | +54.5% | +47.5% |
| All | +52.6% | -1.7% | +54.3% | +47.5% |
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