+189.9%
LQD vs SHW
+4,722.8%
-4,532.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | -0.6% | -11.6% | +11.0% | -0.1% |
| 3M | -1.2% | +9.1% | -10.3% | -1.6% |
| 6M | -1.9% | -0.7% | -1.3% | -2.0% |
| YTD | -1.3% | +1.4% | -2.6% | -1.4% |
| 1Y | -1.0% | -12.3% | +11.3% | -0.6% |
| 3Y | +15.2% | +23.4% | -8.1% | +14.2% |
| 5Y | -4.4% | +15.0% | -19.4% | -5.5% |
| 10Y | +22.6% | +278.3% | -255.7% | +19.9% |
| All | +189.9% | +4,722.8% | -4,532.8% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling