+23.5%
LQD vs STLD
+1,091.0%
-1,067.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.2% | +2.7% | -2.4% | +0.2% |
| 30D | -0.6% | -8.4% | +7.8% | -0.4% |
| 3M | -1.2% | -9.9% | +8.7% | -1.0% |
| 6M | -1.9% | +33.0% | -35.0% | -2.6% |
| YTD | -1.3% | +42.6% | -43.8% | -2.1% |
| 1Y | -1.0% | +80.8% | -81.8% | -2.4% |
| 3Y | +15.2% | +143.4% | -128.2% | +12.7% |
| 5Y | -4.4% | +293.4% | -297.8% | -7.5% |
| All | +23.5% | +1,091.0% | -1,067.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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