+26.0%
LQD vs SW
+182.3%
-156.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.5% | -2.6% | +2.1% | -0.5% |
| 30D | +1.7% | +7.2% | -5.5% | +1.6% |
| 3M | -0.7% | -10.5% | +9.8% | -0.5% |
| 6M | -2.2% | +9.9% | -12.1% | -2.5% |
| YTD | -1.9% | +17.2% | -19.1% | -2.4% |
| 1Y | -2.0% | +26.5% | -28.5% | -2.7% |
| 3Y | +16.5% | +47.7% | -31.2% | +15.1% |
| 5Y | -4.2% | +0.2% | -4.4% | -5.1% |
| 10Y | +26.0% | +182.3% | -156.3% | +22.8% |
| All | +26.0% | +182.3% | -156.3% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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