+15.9%
LQD vs UAL
+223.7%
-207.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.2% | +12.5% | -12.3% | -0.3% |
| 30D | +1.4% | +12.2% | -10.8% | +1.0% |
| 3M | -1.1% | -2.6% | +1.5% | -1.1% |
| 6M | -2.9% | +21.1% | -24.0% | -3.7% |
| YTD | -2.3% | +7.8% | -10.2% | -3.0% |
| 1Y | -2.1% | +25.4% | -27.5% | -3.1% |
| 3Y | +15.9% | +217.3% | -201.4% | +10.2% |
| All | +15.9% | +223.7% | -207.7% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling