+189.0%
LQD vs URI
+7,845.2%
-7,656.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.9% | -6.7% | +0.1% |
| 7D | +0.9% | -4.0% | +4.9% | +1.0% |
| 30D | +2.2% | +6.8% | -4.6% | +2.1% |
| 3M | -0.9% | -2.8% | +1.9% | -0.9% |
| 6M | -2.2% | +20.9% | -23.1% | -2.4% |
| YTD | -1.6% | +40.2% | -41.8% | -2.0% |
| 1Y | -1.3% | +34.1% | -35.4% | -1.7% |
| 3Y | +17.4% | +164.1% | -146.7% | +16.1% |
| 5Y | -5.2% | +199.3% | -204.5% | -6.5% |
| 10Y | +25.7% | +1,218.8% | -1,193.1% | +23.1% |
| All | +189.0% | +7,845.2% | -7,656.2% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling