+189.9%
LQD vs URI
+7,012.0%
-6,822.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -0.4% | -2.0% | +1.6% | -0.4% |
| 30D | -0.8% | -12.9% | +12.2% | -0.6% |
| 3M | -1.9% | -6.7% | +4.8% | -1.9% |
| 6M | -2.7% | +19.0% | -21.7% | -2.9% |
| YTD | -1.3% | +25.5% | -26.8% | -1.6% |
| 1Y | 0.0% | +5.5% | -5.6% | -0.2% |
| 3Y | +14.9% | +111.3% | -96.4% | +13.8% |
| 5Y | -4.6% | +198.6% | -203.1% | -5.8% |
| 10Y | +22.0% | +1,179.9% | -1,157.9% | +19.6% |
| All | +189.9% | +7,012.0% | -6,822.0% | +182.9% |
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