+15.3%
LQD vs VST
+366.0%
-350.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | -0.4% | +8.9% | -9.3% | -0.5% |
| 30D | -0.8% | +6.2% | -7.0% | -0.9% |
| 3M | -1.9% | -2.7% | +0.8% | -1.9% |
| 6M | -2.7% | -8.4% | +5.7% | -2.6% |
| YTD | -1.3% | -7.2% | +5.9% | -1.3% |
| 1Y | 0.0% | -20.9% | +20.9% | +0.1% |
| All | +15.3% | +366.0% | -350.6% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling