+22.2%
LQD vs URA
+346.2%
-324.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.1% |
| 7D | -1.1% | -5.5% | +4.4% | -0.9% |
| 30D | -1.3% | -3.7% | +2.4% | -1.2% |
| 3M | -3.2% | -2.9% | -0.3% | -3.2% |
| 6M | -2.1% | -15.2% | +13.1% | -1.8% |
| YTD | -2.4% | +1.9% | -4.2% | -2.7% |
| 1Y | -2.7% | +6.9% | -9.6% | -3.4% |
| 3Y | +14.2% | +99.6% | -85.4% | +10.1% |
| 5Y | -5.8% | +101.2% | -107.0% | -9.8% |
| All | +22.2% | +346.2% | -324.0% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling