+1,077.4%
STX vs LQD
-4.7%
+1,082.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -1.9% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | +10.6% | -0.2% | +10.8% | +10.7% |
| 3M | +4.8% | -1.7% | +6.5% | +6.4% |
| 6M | +137.3% | -2.7% | +139.9% | +143.4% |
| YTD | +222.5% | -1.4% | +223.9% | +227.4% |
| 1Y | +366.2% | -1.0% | +367.2% | +371.6% |
| 3Y | +1,352.9% | +15.1% | +1,337.8% | +1,206.7% |
| 5Y | +1,077.4% | -5.2% | +1,082.6% | +1,097.0% |
| All | +1,077.4% | -4.7% | +1,082.1% | +1,097.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling