+4.5%
LQD vs ASTS
+253.1%
-248.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | -0.8% |
| 7D | -1.5% | +14.2% | -15.8% | -1.7% |
| 30D | +0.9% | -26.7% | +27.6% | +1.1% |
| 3M | -1.7% | -53.6% | +51.9% | -1.1% |
| 6M | -2.8% | -52.7% | +49.9% | -2.4% |
| YTD | -2.8% | -52.5% | +49.7% | -2.5% |
| 1Y | -2.8% | -46.5% | +43.7% | -2.8% |
| 3Y | +15.5% | +700.5% | -685.0% | +11.5% |
| 5Y | -4.9% | +168.5% | -173.4% | -8.1% |
| All | +4.5% | +253.1% | -248.7% | -2.2% |
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