+15.3%
LQD vs U
+11.2%
+4.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | 0.0% | +4.4% | -4.4% | -0.1% |
| 30D | -0.2% | -1.3% | +1.1% | -0.2% |
| 3M | -1.7% | +49.6% | -51.3% | -2.7% |
| 6M | -2.7% | +100.2% | -102.9% | -4.4% |
| YTD | -1.4% | -3.7% | +2.3% | -1.7% |
| 1Y | -1.0% | -6.5% | +5.5% | -1.3% |
| All | +15.3% | +11.2% | +4.1% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling