+228.4%
UNH vs LQD
+22.3%
+206.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | -4.5% | -1.1% | -3.4% | -4.2% |
| 30D | -6.5% | -1.3% | -5.3% | -6.1% |
| 3M | -6.0% | -3.2% | -2.8% | -4.9% |
| 6M | +33.7% | -2.1% | +35.8% | +34.7% |
| YTD | +16.4% | -2.4% | +18.7% | +17.4% |
| 1Y | +10.1% | -2.7% | +12.7% | +11.2% |
| 3Y | -16.3% | +14.2% | -30.5% | -20.7% |
| 5Y | +2.1% | -5.8% | +7.9% | +5.8% |
| All | +228.4% | +22.3% | +206.1% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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