-4.4%
LQD vs STT
+104.1%
-108.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.6% | +4.8% | -6.4% | -2.0% |
| 30D | +0.5% | +3.9% | -3.4% | +0.2% |
| 3M | -2.3% | -8.2% | +5.8% | -1.8% |
| 6M | -3.1% | +15.6% | -18.7% | -4.2% |
| YTD | -3.0% | +37.6% | -40.6% | -5.4% |
| 1Y | -2.6% | +50.1% | -52.7% | -5.6% |
| 3Y | +15.2% | +183.1% | -167.9% | +5.7% |
| All | -4.4% | +104.1% | -108.6% | -14.0% |
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