+184.9%
LQD vs STRL
+15,704.9%
-15,519.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | -0.2% |
| 7D | -1.6% | +15.7% | -17.3% | -1.8% |
| 30D | +0.5% | -35.5% | +36.0% | +0.8% |
| 3M | -2.3% | -47.1% | +44.8% | -1.9% |
| 6M | -3.1% | -65.8% | +62.7% | -2.3% |
| YTD | -3.0% | -4.5% | +1.5% | -3.2% |
| 1Y | -2.6% | -10.5% | +7.9% | -2.8% |
| 3Y | +15.2% | +340.6% | -325.4% | +13.2% |
| 5Y | -5.2% | +911.0% | -916.2% | -7.5% |
| 10Y | +24.6% | +3,727.1% | -3,702.5% | +20.6% |
| All | +184.9% | +15,704.9% | -15,519.9% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling