+23.3%
LQD vs SLB
-4.1%
+27.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | 0.0% | -1.9% | +1.8% | 0.0% |
| 30D | -0.2% | +7.8% | -8.0% | -0.3% |
| 3M | -1.7% | +2.7% | -4.4% | -1.7% |
| 6M | -2.7% | +22.2% | -24.8% | -3.0% |
| YTD | -1.4% | +51.1% | -52.5% | -2.0% |
| 1Y | -1.0% | +63.3% | -64.3% | -1.7% |
| 3Y | +15.1% | +2.4% | +12.6% | +14.6% |
| 5Y | -5.2% | +139.3% | -144.5% | -6.8% |
| 10Y | +23.3% | -2.6% | +25.9% | +18.1% |
| All | +23.3% | -4.1% | +27.4% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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