+1,972.8%
STX vs LQD
+25.4%
+1,947.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | +14.6% | -1.6% | +16.2% | +15.9% |
| 30D | -26.0% | +0.5% | -26.5% | -26.3% |
| 3M | -42.6% | -2.3% | -40.3% | -41.8% |
| 6M | -35.3% | -3.1% | -32.2% | -33.9% |
| YTD | +92.5% | -3.0% | +95.4% | +96.6% |
| 1Y | +102.4% | -2.6% | +104.9% | +106.3% |
| 3Y | +673.8% | +15.2% | +658.6% | +612.0% |
| 5Y | +463.1% | -5.2% | +468.2% | +469.8% |
| All | +1,972.8% | +25.4% | +1,947.5% | +1,846.1% |
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