+23.2%
LQD vs VST
+1,196.4%
-1,173.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.2% | +9.9% | -9.6% | 0.0% |
| 30D | -0.6% | +7.9% | -8.5% | -0.8% |
| 3M | -1.2% | +3.4% | -4.6% | -1.4% |
| 6M | -1.9% | -4.1% | +2.2% | -2.0% |
| YTD | -1.3% | -5.7% | +4.4% | -1.3% |
| 1Y | -1.0% | -18.9% | +17.9% | -0.8% |
| 3Y | +15.2% | +359.1% | -343.8% | +8.1% |
| 5Y | -4.4% | +766.9% | -771.3% | -12.2% |
| All | +23.2% | +1,196.4% | -1,173.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling