+15.2%
LQD vs STM
+20.8%
-5.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.2% | +5.2% | -5.0% | +0.1% |
| 30D | -0.6% | -7.4% | +6.8% | -0.3% |
| 3M | -1.2% | -30.6% | +29.4% | -0.1% |
| 6M | -1.9% | +66.4% | -68.3% | -4.5% |
| YTD | -1.3% | +101.1% | -102.4% | -4.7% |
| 1Y | -1.0% | +97.4% | -98.4% | -4.5% |
| 3Y | +15.2% | +21.1% | -5.9% | +11.9% |
| All | +15.2% | +20.8% | -5.6% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling