-1.9%
LQD vs SWKS
+14.2%
-16.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.8% |
| 7D | +0.4% | -4.9% | +5.4% | +0.5% |
| 30D | +2.6% | -1.2% | +3.8% | +2.6% |
| 3M | -1.7% | +24.2% | -25.9% | -2.1% |
| 6M | -1.9% | +21.5% | -23.4% | -2.5% |
| YTD | -2.2% | +33.5% | -35.7% | -3.0% |
| 1Y | -1.9% | +18.9% | -20.8% | -2.5% |
| All | -1.9% | +14.2% | -16.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling