+192.9%
XOM vs LQD
+22.3%
+170.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.1% | -1.1% | +5.2% | +4.2% |
| 30D | +4.6% | -1.3% | +5.9% | +4.7% |
| 3M | +14.0% | -3.2% | +17.2% | +14.5% |
| 6M | +11.0% | -2.1% | +13.1% | +11.2% |
| YTD | +40.7% | -2.4% | +43.1% | +41.0% |
| 1Y | +52.3% | -2.7% | +55.0% | +52.7% |
| 3Y | +60.5% | +14.2% | +46.3% | +55.7% |
| 5Y | +266.4% | -5.8% | +272.2% | +271.3% |
| All | +192.9% | +22.3% | +170.6% | +198.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling