+16,011.1%
STX vs LQD
+168.9%
+15,842.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.4% |
| 7D | +2.4% | -0.4% | +2.8% | +2.5% |
| 30D | +1.4% | -0.8% | +2.2% | +1.6% |
| 3M | -8.2% | -1.9% | -6.3% | -7.6% |
| 6M | +127.0% | -2.7% | +129.7% | +129.3% |
| YTD | +209.1% | -1.3% | +210.4% | +210.8% |
| 1Y | +365.4% | 0.0% | +365.4% | +366.1% |
| 3Y | +1,135.4% | +14.9% | +1,120.5% | +1,087.0% |
| 5Y | +991.5% | -4.6% | +996.1% | +988.3% |
| 10Y | +3,695.8% | +22.0% | +3,673.8% | +3,559.3% |
| All | +16,011.1% | +168.9% | +15,842.2% | +14,472.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling