-3.9%
LQD vs U
-41.4%
+37.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.2% |
| 7D | -1.1% | +5.5% | -6.6% | -1.3% |
| 30D | -1.3% | -1.3% | 0.0% | -1.3% |
| 3M | -3.2% | +64.6% | -67.8% | -4.7% |
| 6M | -2.1% | +119.4% | -121.5% | -4.5% |
| YTD | -2.4% | -0.5% | -1.9% | -2.9% |
| 1Y | -2.7% | +1.3% | -4.0% | -3.4% |
| 3Y | +14.2% | +15.6% | -1.4% | +11.4% |
| 5Y | -5.8% | -67.5% | +61.7% | -7.2% |
| All | -3.9% | -41.4% | +37.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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