-2.2%
LQD vs URI
+5.1%
-7.3%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.8% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -1.1% | -13.4% | +12.2% | -0.8% |
| 3M | -2.3% | -6.2% | +3.9% | -2.2% |
| 6M | -2.9% | +28.0% | -30.9% | -3.6% |
| YTD | -2.3% | +23.0% | -25.3% | -3.2% |
| 1Y | -2.2% | +5.5% | -7.7% | -2.8% |
| All | -2.2% | +5.1% | -7.3% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling