-2.0%
LQD vs ASTS
-46.0%
+44.0%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | 0.0% |
| 7D | -0.5% | +2.8% | -3.3% | -0.6% |
| 30D | +1.7% | -28.8% | +30.6% | +2.1% |
| 3M | -0.7% | -48.9% | +48.2% | -0.1% |
| 6M | -2.2% | -55.6% | +53.4% | -1.6% |
| YTD | -1.9% | -49.6% | +47.7% | -1.5% |
| 1Y | -2.0% | -46.1% | +44.0% | -1.8% |
| All | -2.0% | -46.0% | +44.0% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling