-5.2%
LQD vs STT
+158.4%
-163.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -0.2% | +2.8% | -3.0% | -0.4% |
| 3M | -1.7% | +18.1% | -19.8% | -2.8% |
| 6M | -2.7% | +59.2% | -61.9% | -5.8% |
| YTD | -1.4% | +51.5% | -52.9% | -4.3% |
| 1Y | -1.0% | +75.7% | -76.7% | -4.9% |
| 3Y | +15.1% | +200.8% | -185.7% | +5.8% |
| 5Y | -5.2% | +155.8% | -161.0% | -14.5% |
| All | -5.2% | +158.4% | -163.6% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling