+15.2%
LQD vs URI
+126.5%
-111.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.2% | +2.5% | -2.3% | +0.1% |
| 30D | -0.6% | -12.5% | +12.0% | -0.1% |
| 3M | -1.2% | -6.2% | +5.0% | -1.0% |
| 6M | -1.9% | +25.9% | -27.8% | -3.1% |
| YTD | -1.3% | +26.2% | -27.5% | -2.6% |
| 1Y | -1.0% | +5.5% | -6.5% | -1.5% |
| 3Y | +15.2% | +125.0% | -109.7% | +5.6% |
| All | +15.2% | +126.5% | -111.2% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling