-2.7%
LQD vs VST
-7.4%
+4.7%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.2% |
| 7D | -0.4% | +8.9% | -9.3% | -0.7% |
| 30D | -0.8% | +6.2% | -7.0% | -1.0% |
| 3M | -1.9% | -2.7% | +0.8% | -2.1% |
| 6M | -2.7% | -8.4% | +5.7% | -2.8% |
| All | -2.7% | -7.4% | +4.7% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling