-4.4%
LQD vs SLB
+128.1%
-132.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | -0.6% | +13.6% | -14.2% | -0.6% |
| 3M | -1.2% | +1.5% | -2.7% | -1.2% |
| 6M | -1.9% | +23.0% | -25.0% | -2.0% |
| YTD | -1.3% | +51.2% | -52.5% | -1.4% |
| 1Y | -1.0% | +63.5% | -64.5% | -1.1% |
| 3Y | +15.2% | +2.5% | +12.7% | +14.5% |
| 5Y | -4.4% | +139.2% | -143.6% | -2.0% |
| All | -4.4% | +128.1% | -132.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling