+188.6%
LQD vs SWKS
+3,035.0%
-2,846.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | +0.2% | -6.2% | +6.4% | +0.3% |
| 30D | +2.4% | -1.5% | +3.9% | +2.4% |
| 3M | -0.9% | +23.0% | -23.8% | -1.1% |
| 6M | -2.3% | +27.6% | -29.9% | -2.6% |
| YTD | -1.7% | +32.3% | -34.0% | -2.0% |
| 1Y | -1.6% | +20.1% | -21.8% | -1.9% |
| 3Y | +17.6% | +0.6% | +16.9% | +17.3% |
| 5Y | -5.3% | -42.3% | +37.0% | -5.5% |
| 10Y | +23.3% | +35.9% | -12.6% | +23.3% |
| All | +188.6% | +3,035.0% | -2,846.4% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling