+15.2%
LQD vs STT
+203.8%
-188.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.2% | +2.2% | -1.9% | +0.1% |
| 30D | -0.6% | +3.9% | -4.5% | -0.9% |
| 3M | -1.2% | +19.2% | -20.4% | -2.4% |
| 6M | -1.9% | +60.4% | -62.3% | -5.1% |
| YTD | -1.3% | +51.5% | -52.7% | -4.1% |
| 1Y | -1.0% | +76.3% | -77.3% | -5.0% |
| 3Y | +15.2% | +200.7% | -185.5% | +4.4% |
| All | +15.2% | +203.8% | -188.6% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling