+22.2%
LQD vs STT
+271.9%
-249.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | -1.3% | +1.7% | -3.0% | -1.4% |
| 3M | -3.2% | +17.9% | -21.1% | -3.9% |
| 6M | -2.1% | +55.3% | -57.4% | -3.9% |
| YTD | -2.4% | +52.7% | -55.0% | -4.1% |
| 1Y | -2.7% | +75.7% | -78.3% | -5.0% |
| 3Y | +14.2% | +197.9% | -183.7% | +9.0% |
| 5Y | -5.8% | +158.8% | -164.6% | -10.3% |
| All | +22.2% | +271.9% | -249.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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