+3,476.8%
STX vs LQD
+22.3%
+3,454.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.0% |
| 7D | +8.0% | -1.1% | +9.1% | +8.8% |
| 30D | +5.1% | -1.1% | +6.2% | +5.9% |
| 3M | +5.8% | -2.3% | +8.1% | +7.4% |
| 6M | +124.9% | -2.9% | +127.8% | +129.9% |
| YTD | +213.9% | -2.3% | +216.2% | +219.6% |
| 1Y | +350.4% | -2.2% | +352.6% | +358.2% |
| 3Y | +1,314.2% | +14.0% | +1,300.2% | +1,210.4% |
| 5Y | +1,092.8% | -5.8% | +1,098.6% | +1,110.5% |
| All | +3,476.8% | +22.3% | +3,454.5% | +3,299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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