+15.2%
LQD vs UAL
+127.4%
-112.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | +0.2% | +3.5% | -3.2% | +0.1% |
| 30D | -0.6% | -16.5% | +15.9% | 0.0% |
| 3M | -1.2% | +2.8% | -4.0% | -1.3% |
| 6M | -1.9% | +17.6% | -19.5% | -2.6% |
| YTD | -1.3% | -3.2% | +1.9% | -1.5% |
| 1Y | -1.0% | +0.4% | -1.4% | -1.4% |
| 3Y | +15.2% | +128.2% | -112.9% | +10.0% |
| All | +15.2% | +127.4% | -112.2% | +10.0% |
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 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