+184.9%
LQD vs STM
+271.3%
-86.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.6% | +12.0% | -13.7% | -1.9% |
| 30D | +0.5% | -0.4% | +0.9% | +0.5% |
| 3M | -2.3% | -13.2% | +10.9% | -2.1% |
| 6M | -3.1% | -26.1% | +23.0% | -2.7% |
| YTD | -3.0% | +81.2% | -84.2% | -4.6% |
| 1Y | -2.6% | +98.3% | -100.9% | -4.4% |
| 3Y | +15.2% | +16.7% | -1.5% | +13.7% |
| 5Y | -5.2% | -4.8% | -0.3% | -6.4% |
| 10Y | +24.6% | +468.8% | -444.2% | +21.6% |
| All | +184.9% | +271.3% | -86.4% | +174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling