+189.9%
LQD vs STT
+667.0%
-477.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | -0.8% | +3.9% | -4.6% | -0.8% |
| 3M | -1.9% | +20.0% | -21.9% | -2.3% |
| 6M | -2.7% | +55.3% | -58.0% | -3.6% |
| YTD | -1.3% | +53.3% | -54.6% | -2.2% |
| 1Y | 0.0% | +74.7% | -74.7% | -1.2% |
| 3Y | +14.9% | +205.8% | -190.9% | +12.1% |
| 5Y | -4.6% | +145.0% | -149.6% | -6.8% |
| 10Y | +22.0% | +266.0% | -244.0% | +17.8% |
| All | +189.9% | +667.0% | -477.1% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling