+186.9%
LQD vs SCHW
+1,441.2%
-1,254.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -1.1% | -2.8% | +1.7% | -1.1% |
| 30D | -1.1% | -0.1% | -1.1% | -1.1% |
| 3M | -2.3% | +20.6% | -22.9% | -2.3% |
| 6M | -2.9% | +15.9% | -18.8% | -2.9% |
| YTD | -2.3% | +8.5% | -10.8% | -2.3% |
| 1Y | -2.2% | +17.8% | -20.0% | -2.2% |
| 3Y | +14.0% | +88.5% | -74.5% | +14.1% |
| 5Y | -5.8% | +60.6% | -66.4% | -5.7% |
| 10Y | +22.2% | +298.0% | -275.8% | +22.9% |
| All | +186.9% | +1,441.2% | -1,254.3% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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