+124.8%
LQD vs UAL
+242.1%
-117.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.8% | -16.1% | +15.3% | -0.5% |
| 3M | -1.9% | +6.1% | -8.1% | -2.1% |
| 6M | -2.7% | +10.8% | -13.5% | -2.9% |
| YTD | -1.3% | -0.4% | -0.9% | -1.4% |
| 1Y | 0.0% | +5.0% | -5.0% | -0.3% |
| 3Y | +14.9% | +124.0% | -109.1% | +12.8% |
| 5Y | -4.6% | +141.0% | -145.5% | -6.7% |
| 10Y | +22.0% | +118.0% | -96.0% | +18.0% |
| All | +124.8% | +242.1% | -117.3% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling