+22.2%
LQD vs STZ
-10.3%
+32.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -1.1% | -4.1% | +3.0% | -0.9% |
| 30D | -1.1% | -7.6% | +6.5% | -0.7% |
| 3M | -2.3% | -12.3% | +9.9% | -1.7% |
| 6M | -2.9% | -16.3% | +13.4% | -2.1% |
| YTD | -2.3% | -8.4% | +6.0% | -2.1% |
| 1Y | -2.2% | -10.8% | +8.6% | -1.9% |
| 3Y | +14.0% | -49.0% | +63.0% | +17.8% |
| 5Y | -5.8% | -36.5% | +30.7% | -3.9% |
| All | +22.2% | -10.3% | +32.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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