+15.3%
LQD vs STLA
-66.8%
+82.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -0.2% | -5.2% | +5.0% | 0.0% |
| 3M | -1.7% | -24.9% | +23.2% | -0.5% |
| 6M | -2.7% | -25.2% | +22.5% | -1.6% |
| YTD | -1.4% | -51.4% | +50.0% | +1.4% |
| 1Y | -1.0% | -40.7% | +39.7% | +0.5% |
| All | +15.3% | -66.8% | +82.1% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling