+16.5%
LQD vs URA
+43.1%
-26.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -0.5% | +2.9% | -3.4% | -0.6% |
| 30D | +1.7% | -10.8% | +12.6% | +2.1% |
| 3M | -0.7% | -25.5% | +24.8% | +0.2% |
| 6M | -2.2% | -41.2% | +39.0% | -0.9% |
| YTD | -1.9% | -21.3% | +19.4% | -1.4% |
| 1Y | -2.0% | -25.7% | +23.7% | -1.4% |
| All | +16.5% | +43.1% | -26.6% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling