+10.6%
XOM vs LQD
-1.8%
+12.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +1.8% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | +3.4% | -0.2% | +3.6% | +3.0% |
| 3M | +11.0% | -1.7% | +12.7% | +7.0% |
| 6M | +10.6% | -2.7% | +13.3% | +6.6% |
| All | +10.6% | -1.8% | +12.4% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling