-1.9%
LQD vs STM
+92.4%
-94.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.8% | +0.9% |
| 7D | +0.4% | -6.0% | +6.4% | +0.5% |
| 30D | +2.6% | -20.9% | +23.6% | +3.1% |
| 3M | -1.7% | -15.8% | +14.0% | -1.4% |
| 6M | -1.9% | -17.0% | +15.1% | -1.9% |
| YTD | -2.2% | +76.8% | -79.0% | -4.4% |
| 1Y | -1.9% | +96.5% | -98.4% | -4.2% |
| All | -1.9% | +92.4% | -94.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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