+187.0%
LQD vs SLB
+288.3%
-101.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | -0.5% | -1.2% | +0.6% | -0.5% |
| 30D | +1.3% | +4.5% | -3.1% | +1.3% |
| 3M | -1.1% | -4.6% | +3.5% | -1.0% |
| 6M | -2.6% | -6.3% | +3.6% | -2.6% |
| YTD | -2.3% | +35.0% | -37.2% | -2.6% |
| 1Y | -2.4% | +38.8% | -41.2% | -2.8% |
| 3Y | +16.0% | +3.3% | +12.8% | +15.7% |
| 5Y | -4.6% | +73.6% | -78.2% | -5.5% |
| 10Y | +25.5% | -14.2% | +39.7% | +23.8% |
| All | +187.0% | +288.3% | -101.3% | +189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling