+22.6%
LQD vs VST
+968.1%
-945.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.6% | -10.7% | -0.4% |
| 7D | +0.2% | -9.8% | +10.1% | +0.4% |
| 30D | +2.4% | -25.1% | +27.5% | +3.0% |
| 3M | -0.9% | -11.6% | +10.7% | -0.7% |
| 6M | -2.3% | -20.9% | +18.6% | -2.0% |
| YTD | -1.7% | -22.3% | +20.6% | -1.5% |
| 1Y | -1.6% | -32.0% | +30.4% | -1.1% |
| 3Y | +17.6% | +262.4% | -244.8% | +10.8% |
| 5Y | -5.3% | +563.4% | -568.6% | -12.6% |
| 10Y | +23.3% | +1,120.7% | -1,097.4% | +13.0% |
| All | +22.6% | +968.1% | -945.5% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling