-3.1%
LQD vs STRL
-66.1%
+63.0%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | -0.2% |
| 7D | -1.6% | +15.7% | -17.3% | -1.7% |
| 30D | +0.5% | -35.5% | +36.0% | +0.7% |
| 3M | -2.3% | -47.1% | +44.8% | -2.0% |
| 6M | -3.1% | -65.8% | +62.7% | -2.2% |
| All | -3.1% | -66.1% | +63.0% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling