+186.8%
LQD vs SWKS
+3,054.9%
-2,868.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | +0.2% | -3.1% | +3.3% | +0.2% |
| 30D | +1.4% | +8.3% | -6.9% | +1.4% |
| 3M | -1.1% | +20.2% | -21.4% | -1.3% |
| 6M | -2.9% | +24.9% | -27.9% | -3.2% |
| YTD | -2.3% | +33.2% | -35.5% | -2.6% |
| 1Y | -2.1% | +23.6% | -25.7% | -2.4% |
| 3Y | +15.9% | +1.3% | +14.7% | +15.6% |
| 5Y | -4.9% | -40.6% | +35.7% | -5.1% |
| 10Y | +24.8% | +35.3% | -10.4% | +24.8% |
| All | +186.8% | +3,054.9% | -2,868.1% | +193.8% |
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 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