-5.2%
LQD vs STLD
+269.6%
-274.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | +0.9% | -9.7% | +10.6% | +1.2% |
| 30D | +2.2% | -4.5% | +6.7% | +2.3% |
| 3M | -0.9% | -13.1% | +12.2% | -0.5% |
| 6M | -2.2% | -2.8% | +0.6% | -2.3% |
| YTD | -1.6% | +35.3% | -36.9% | -2.9% |
| 1Y | -1.3% | +51.4% | -52.7% | -3.0% |
| 3Y | +17.4% | +117.9% | -100.5% | +13.3% |
| 5Y | -5.2% | +272.6% | -277.8% | -11.4% |
| All | -5.2% | +269.6% | -274.8% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling