+189.9%
LQD vs STM
+314.4%
-124.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -0.4% | +5.8% | -6.2% | -0.5% |
| 30D | -0.8% | -1.0% | +0.2% | -0.8% |
| 3M | -1.9% | -33.3% | +31.3% | -1.2% |
| 6M | -2.7% | +57.4% | -60.0% | -3.9% |
| YTD | -1.3% | +102.2% | -103.5% | -3.1% |
| 1Y | 0.0% | +99.6% | -99.6% | -1.9% |
| 3Y | +14.9% | +14.5% | +0.4% | +13.5% |
| 5Y | -4.6% | +21.4% | -25.9% | -6.1% |
| 10Y | +22.0% | +695.0% | -673.0% | +18.9% |
| All | +189.9% | +314.4% | -124.4% | +178.9% |
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 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