+23.4%
LQD vs SWK
+29.6%
-6.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.2% | +11.0% | -10.8% | -0.4% |
| 30D | +2.4% | +30.1% | -27.7% | +0.7% |
| 3M | -0.9% | +14.7% | -15.5% | -1.8% |
| 6M | -2.3% | +44.5% | -46.8% | -4.6% |
| YTD | -1.7% | +59.4% | -61.1% | -4.8% |
| 1Y | -1.6% | +77.5% | -79.2% | -5.3% |
| 3Y | +17.6% | +49.5% | -31.9% | +13.4% |
| 5Y | -5.3% | -24.9% | +19.6% | -6.6% |
| All | +23.4% | +29.6% | -6.2% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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