+6.0%
LQD vs ASTS
+576.8%
-570.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | 0.0% |
| 7D | +0.2% | +18.5% | -18.2% | +0.1% |
| 30D | -0.6% | -8.1% | +7.5% | -0.5% |
| 3M | -1.2% | -28.2% | +27.0% | -1.1% |
| 6M | -1.9% | -26.1% | +24.2% | -1.9% |
| YTD | -1.3% | -9.0% | +7.7% | -1.5% |
| 1Y | -1.0% | +62.2% | -63.2% | -1.9% |
| 3Y | +15.2% | +1,621.9% | -1,606.6% | +10.5% |
| 5Y | -4.4% | +457.0% | -461.4% | -8.1% |
| All | +6.0% | +576.8% | -570.7% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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