+25.2%
LQD vs UAL
+80.6%
-55.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | +0.5% | +10.5% | -9.9% | 0.0% |
| 3M | -2.3% | -13.5% | +11.2% | -1.8% |
| 6M | -3.1% | +14.2% | -17.3% | -3.8% |
| YTD | -3.0% | -2.2% | -0.7% | -3.3% |
| 1Y | -2.6% | +12.5% | -15.0% | -3.5% |
| 3Y | +15.2% | +186.8% | -171.6% | +8.2% |
| 5Y | -5.2% | +119.4% | -124.5% | -10.7% |
| All | +25.2% | +80.6% | -55.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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