-2.7%
LQD vs STRL
+68.3%
-70.9%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.1% |
| 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% | -2.6% |
| 6M | -2.1% | +21.5% | -23.6% | -3.0% |
| YTD | -2.4% | +66.9% | -69.2% | -3.7% |
| 1Y | -2.7% | +61.6% | -64.3% | -4.1% |
| All | -2.7% | +68.3% | -70.9% | -4.1% |
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