-4.4%
LQD vs STLA
-74.6%
+70.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -1.6% | -13.8% | +12.1% | -0.9% |
| 30D | +0.5% | -10.5% | +11.1% | +1.0% |
| 3M | -2.3% | -28.9% | +26.6% | -0.8% |
| 6M | -3.1% | -49.7% | +46.7% | +0.2% |
| YTD | -3.0% | -64.9% | +61.9% | +1.8% |
| 1Y | -2.6% | -64.0% | +61.5% | +2.0% |
| 3Y | +15.2% | -77.4% | +92.6% | +22.5% |
| All | -4.4% | -74.6% | +70.1% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling