0.0%
LQD vs STRL
+76.3%
-76.3%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.1% |
| 7D | -0.4% | +3.4% | -3.8% | -0.5% |
| 30D | -0.8% | -9.2% | +8.5% | -0.7% |
| 3M | -1.9% | -51.0% | +49.1% | -0.9% |
| 6M | -2.7% | +15.8% | -18.4% | -3.5% |
| YTD | -1.3% | +58.9% | -60.1% | -2.6% |
| 1Y | 0.0% | +68.5% | -68.5% | -1.7% |
| All | 0.0% | +76.3% | -76.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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