-4.5%
LQD vs U
-29.6%
+25.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.5% | -0.4% |
| 7D | -1.6% | +2.6% | -4.2% | -1.7% |
| 30D | +0.5% | +27.6% | -27.0% | -0.2% |
| 3M | -2.3% | +15.3% | -17.6% | -2.8% |
| 6M | -3.1% | +96.4% | -99.4% | -5.1% |
| YTD | -3.0% | +19.6% | -22.5% | -4.1% |
| 1Y | -2.6% | +42.1% | -44.7% | -4.2% |
| 3Y | +15.2% | +87.5% | -72.4% | +10.7% |
| 5Y | -5.2% | -73.1% | +68.0% | -6.3% |
| All | -4.5% | -29.6% | +25.1% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling