+14.2%
LQD vs UNP
+43.0%
-28.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | -1.3% | -2.7% | +1.4% | -1.1% |
| 3M | -3.2% | +6.5% | -9.7% | -3.6% |
| 6M | -2.1% | +14.4% | -16.5% | -3.0% |
| YTD | -2.4% | +24.8% | -27.2% | -3.8% |
| 1Y | -2.7% | +34.4% | -37.1% | -4.6% |
| 3Y | +14.2% | +43.6% | -29.4% | +10.6% |
| All | +14.2% | +43.0% | -28.8% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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