+22.2%
LQD vs STRL
+7,221.5%
-7,199.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.2% |
| 7D | -1.1% | +5.0% | -6.1% | -1.2% |
| 30D | -1.3% | -6.9% | +5.6% | -1.2% |
| 3M | -3.2% | -39.1% | +35.8% | -2.3% |
| 6M | -2.1% | +21.5% | -23.6% | -3.2% |
| YTD | -2.4% | +66.9% | -69.2% | -4.2% |
| 1Y | -2.7% | +61.6% | -64.3% | -4.6% |
| 3Y | +14.2% | +560.0% | -545.8% | +7.2% |
| 5Y | -5.8% | +2,238.9% | -2,244.7% | -15.0% |
| All | +22.2% | +7,221.5% | -7,199.3% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling