+15.3%
LQD vs SHW
+21.1%
-5.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | -0.2% | -11.4% | +11.2% | +1.4% |
| 3M | -1.7% | +3.5% | -5.2% | -2.3% |
| 6M | -2.7% | -3.4% | +0.7% | -2.5% |
| YTD | -1.4% | -0.3% | -1.1% | -1.8% |
| 1Y | -1.0% | -10.4% | +9.4% | +0.1% |
| All | +15.3% | +21.1% | -5.8% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling