+22.2%
LQD vs SHW
+288.7%
-266.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.2% |
| 7D | -1.1% | -3.1% | +2.0% | -0.8% |
| 30D | -1.3% | -10.0% | +8.8% | -0.3% |
| 3M | -3.2% | +2.3% | -5.5% | -3.5% |
| 6M | -2.1% | +0.7% | -2.8% | -2.4% |
| YTD | -2.4% | +0.5% | -2.8% | -2.6% |
| 1Y | -2.7% | -11.5% | +8.8% | -1.9% |
| 3Y | +14.2% | +21.3% | -7.1% | +11.6% |
| 5Y | -5.8% | +12.5% | -18.3% | -8.5% |
| All | +22.2% | +288.7% | -266.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling