+25.2%
LQD vs STM
+470.7%
-445.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.6% | +12.0% | -13.7% | -2.2% |
| 30D | +0.5% | -0.4% | +0.9% | +0.4% |
| 3M | -2.3% | -13.2% | +10.9% | -1.8% |
| 6M | -3.1% | -26.1% | +23.0% | -2.2% |
| YTD | -3.0% | +81.2% | -84.2% | -7.1% |
| 1Y | -2.6% | +98.3% | -100.9% | -7.2% |
| 3Y | +15.2% | +16.7% | -1.5% | +11.7% |
| 5Y | -5.2% | -4.8% | -0.3% | -8.0% |
| All | +25.2% | +470.7% | -445.5% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling