+25.9%
LQD vs SWKS
+35.1%
-9.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +0.2% | -3.1% | +3.3% | +0.3% |
| 30D | +1.8% | +8.3% | -6.5% | +1.5% |
| 3M | -0.7% | +20.2% | -21.0% | -1.6% |
| 6M | -2.6% | +24.9% | -27.5% | -3.7% |
| YTD | -2.0% | +33.2% | -35.1% | -3.5% |
| 1Y | -1.7% | +23.6% | -25.3% | -3.0% |
| 3Y | +16.4% | +1.3% | +15.1% | +14.8% |
| 5Y | -4.6% | -40.6% | +36.0% | -4.9% |
| All | +25.9% | +35.1% | -9.3% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling