-5.8%
LQD vs SHW
+11.7%
-17.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -1.1% | -4.5% | +3.4% | -0.5% |
| 30D | -1.1% | -12.7% | +11.6% | +0.7% |
| 3M | -2.3% | +4.7% | -7.0% | -3.1% |
| 6M | -2.9% | -3.4% | +0.5% | -2.7% |
| YTD | -2.3% | -1.3% | -1.0% | -2.6% |
| 1Y | -2.2% | -10.4% | +8.2% | -1.1% |
| 3Y | +14.0% | +20.1% | -6.1% | +9.4% |
| 5Y | -5.8% | +10.5% | -16.3% | -10.7% |
| All | -5.8% | +11.7% | -17.5% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling