-6.0%
LQD vs UMC
+143.5%
-149.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | -1.1% | +9.0% | -10.1% | -1.4% |
| 30D | -1.3% | +17.2% | -18.5% | -1.9% |
| 3M | -3.2% | +11.4% | -14.6% | -4.0% |
| 6M | -2.1% | +137.5% | -139.6% | -6.4% |
| YTD | -2.4% | +193.1% | -195.5% | -7.9% |
| 1Y | -2.7% | +240.3% | -243.0% | -9.1% |
| 3Y | +14.2% | +262.2% | -248.0% | +5.4% |
| All | -6.0% | +143.5% | -149.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 5y: compounded portfolio wealth divided by compounded UMC 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…
5y analysis · Full analysis span regression · 6 months rolling