+26.0%
LQD vs UAL
+97.8%
-71.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | +1.7% | +13.3% | -11.6% | +1.1% |
| 3M | -0.7% | -6.3% | +5.6% | -0.5% |
| 6M | -2.2% | +22.5% | -24.8% | -3.3% |
| YTD | -1.9% | +5.9% | -7.7% | -2.6% |
| 1Y | -2.0% | +24.7% | -26.7% | -3.4% |
| 3Y | +16.5% | +211.6% | -195.1% | +9.1% |
| 5Y | -4.2% | +130.6% | -134.8% | -10.0% |
| 10Y | +26.0% | +96.5% | -70.5% | +12.7% |
| All | +26.0% | +97.8% | -71.8% | +12.7% |
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