-6.0%
LQD vs SHEL
+191.1%
-197.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -1.1% | +4.1% | -5.2% | -1.2% |
| 30D | -1.3% | +8.4% | -9.7% | -1.4% |
| 3M | -3.2% | +13.7% | -16.9% | -3.4% |
| 6M | -2.1% | +12.7% | -14.8% | -2.3% |
| YTD | -2.4% | +35.3% | -37.7% | -3.0% |
| 1Y | -2.7% | +39.4% | -42.0% | -3.4% |
| 3Y | +14.2% | +71.5% | -57.3% | +12.6% |
| All | -6.0% | +191.1% | -197.1% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling