+1,383.2%
STX vs LQD
+15.0%
+1,368.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +10.7% | +0.2% | +10.5% | +10.4% |
| 30D | +11.3% | -0.6% | +11.9% | +12.0% |
| 3M | +3.2% | -1.2% | +4.4% | +4.6% |
| 6M | +157.0% | -1.9% | +158.9% | +163.4% |
| YTD | +229.2% | -1.3% | +230.5% | +235.1% |
| 1Y | +381.8% | -1.0% | +382.9% | +388.7% |
| 3Y | +1,383.2% | +15.2% | +1,367.9% | +1,196.1% |
| All | +1,383.2% | +15.0% | +1,368.1% | +1,196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling