+122.3%
LQD vs UAL
+270.3%
-147.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.2% | +12.5% | -12.3% | -0.1% |
| 30D | +1.4% | +12.2% | -10.8% | +1.2% |
| 3M | -1.1% | -2.6% | +1.5% | -1.1% |
| 6M | -2.9% | +21.1% | -24.0% | -3.3% |
| YTD | -2.3% | +7.8% | -10.2% | -2.6% |
| 1Y | -2.1% | +25.4% | -27.5% | -2.6% |
| 3Y | +15.9% | +217.3% | -201.4% | +13.2% |
| 5Y | -4.9% | +132.9% | -137.8% | -7.0% |
| 10Y | +24.8% | +101.1% | -76.3% | +20.7% |
| All | +122.3% | +270.3% | -147.9% | +108.4% |
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