-2.7%
LQD vs SHEL
+39.6%
-42.2%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -1.1% | +4.1% | -5.2% | -0.9% |
| 30D | -1.3% | +8.4% | -9.7% | -0.9% |
| 3M | -3.2% | +13.7% | -16.9% | -2.5% |
| 6M | -2.1% | +12.7% | -14.8% | -1.5% |
| YTD | -2.4% | +35.3% | -37.7% | -1.5% |
| 1Y | -2.7% | +39.4% | -42.0% | -1.7% |
| All | -2.7% | +39.6% | -42.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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