+189.9%
LQD vs UL
+617.1%
-427.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.2% | -1.3% | +1.6% | +0.3% |
| 30D | -0.6% | +0.9% | -1.5% | -0.6% |
| 3M | -1.2% | +14.2% | -15.4% | -1.7% |
| 6M | -1.9% | -3.2% | +1.2% | -1.9% |
| YTD | -1.3% | -0.3% | -0.9% | -1.3% |
| 1Y | -1.0% | -8.8% | +7.8% | -0.8% |
| 3Y | +15.2% | +23.9% | -8.6% | +14.3% |
| 5Y | -4.4% | +21.4% | -25.8% | -5.4% |
| 10Y | +22.6% | +66.7% | -44.1% | +20.5% |
| All | +189.9% | +617.1% | -427.1% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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