+102.4%
STX vs LQD
-2.8%
+105.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.8% |
| 7D | +14.6% | -1.6% | +16.2% | +16.9% |
| 30D | -26.0% | +0.5% | -26.5% | -27.0% |
| 3M | -42.6% | -2.3% | -40.3% | -39.8% |
| 6M | -35.3% | -3.1% | -32.2% | -30.3% |
| YTD | +92.5% | -3.0% | +95.4% | +105.2% |
| 1Y | +102.4% | -2.6% | +104.9% | +110.7% |
| All | +102.4% | -2.8% | +105.2% | +110.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling