-0.5%
UNH vs LQD
-6.0%
+5.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | -4.5% | -1.1% | -3.4% | -4.3% |
| 30D | -6.5% | -1.3% | -5.3% | -6.3% |
| 3M | -6.0% | -3.2% | -2.8% | -5.3% |
| 6M | +33.7% | -2.1% | +35.8% | +34.2% |
| YTD | +16.4% | -2.4% | +18.7% | +17.0% |
| 1Y | +10.1% | -2.7% | +12.7% | +10.7% |
| 3Y | -16.3% | +14.2% | -30.5% | -18.6% |
| All | -0.5% | -6.0% | +5.5% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling