+255.6%
XOM vs LQD
-6.0%
+261.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.5% |
| 7D | +1.9% | -1.1% | +2.9% | +1.8% |
| 30D | +4.1% | -1.1% | +5.2% | +4.0% |
| 3M | +10.4% | -2.3% | +12.8% | +10.3% |
| 6M | +13.0% | -2.9% | +15.9% | +12.9% |
| YTD | +40.1% | -2.3% | +42.4% | +39.9% |
| 1Y | +51.1% | -2.2% | +53.3% | +50.9% |
| 3Y | +57.7% | +14.0% | +43.7% | +56.8% |
| All | +255.6% | -6.0% | +261.6% | +218.3% |
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