+25.2%
LQD vs URI
+1,173.3%
-1,148.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | -1.6% | +6.7% | -8.4% | -1.9% |
| 30D | +0.5% | +8.9% | -8.3% | +0.2% |
| 3M | -2.3% | +0.5% | -2.8% | -2.4% |
| 6M | -3.1% | +20.7% | -23.7% | -3.9% |
| YTD | -3.0% | +40.0% | -43.0% | -4.5% |
| 1Y | -2.6% | +34.4% | -37.0% | -4.0% |
| 3Y | +15.2% | +149.5% | -134.3% | +10.2% |
| 5Y | -5.2% | +205.6% | -210.7% | -10.5% |
| All | +25.2% | +1,173.3% | -1,148.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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