-4.4%
LQD vs STRL
+2,093.0%
-2,097.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.1% |
| 7D | +0.2% | +10.1% | -9.9% | 0.0% |
| 30D | -0.6% | -8.2% | +7.6% | -0.4% |
| 3M | -1.2% | -43.7% | +42.5% | -0.2% |
| 6M | -1.9% | +27.1% | -29.0% | -3.2% |
| YTD | -1.3% | +64.0% | -65.3% | -3.2% |
| 1Y | -1.0% | +75.2% | -76.2% | -3.3% |
| 3Y | +15.2% | +539.9% | -524.7% | +6.8% |
| 5Y | -4.4% | +2,133.0% | -2,137.4% | -17.7% |
| All | -4.4% | +2,093.0% | -2,097.4% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling