-2.2%
LQD vs STLA
-40.1%
+37.9%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.1% | -3.8% | +2.7% | -1.0% |
| 30D | -1.1% | -3.1% | +2.0% | -1.1% |
| 3M | -2.3% | -19.6% | +17.3% | -1.7% |
| 6M | -2.9% | -23.5% | +20.6% | -2.1% |
| YTD | -2.3% | -51.5% | +49.2% | -0.9% |
| 1Y | -2.2% | -39.7% | +37.5% | -1.8% |
| All | -2.2% | -40.1% | +37.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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