+189.9%
LQD vs UNP
+3,106.3%
-2,916.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | -0.7% | +1.0% | +0.3% |
| 30D | -0.6% | -1.1% | +0.6% | -0.6% |
| 3M | -1.2% | +7.9% | -9.1% | -1.4% |
| 6M | -1.9% | +14.6% | -16.6% | -2.3% |
| YTD | -1.3% | +26.6% | -27.9% | -1.8% |
| 1Y | -1.0% | +35.6% | -36.6% | -1.7% |
| 3Y | +15.2% | +45.5% | -30.3% | +14.2% |
| 5Y | -4.4% | +50.0% | -54.4% | -5.4% |
| 10Y | +22.6% | +271.8% | -249.2% | +20.2% |
| All | +189.9% | +3,106.3% | -2,916.4% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling