+189.5%
LQD vs UPS
+223.6%
-34.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | 0.0% | -3.7% | +3.6% | +0.1% |
| 30D | -0.2% | -3.7% | +3.5% | -0.1% |
| 3M | -1.7% | -6.6% | +4.9% | -1.6% |
| 6M | -2.7% | +2.6% | -5.2% | -2.8% |
| YTD | -1.4% | +4.8% | -6.2% | -1.6% |
| 1Y | -1.0% | +25.3% | -26.3% | -1.6% |
| 3Y | +15.1% | -26.9% | +41.9% | +15.4% |
| 5Y | -5.2% | -33.5% | +28.3% | -4.8% |
| 10Y | +23.3% | +36.1% | -12.8% | +23.2% |
| All | +189.5% | +223.6% | -34.2% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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