+2,304.1%
UNH vs LQD
+189.7%
+2,114.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.7% | 0.0% | -1.6% | -1.6% |
| 30D | -3.8% | -0.2% | -3.6% | -3.7% |
| 3M | -4.3% | -1.7% | -2.6% | -3.4% |
| 6M | +38.6% | -2.7% | +41.3% | +40.6% |
| YTD | +20.7% | -1.4% | +22.1% | +21.6% |
| 1Y | +16.0% | -1.0% | +17.0% | +16.6% |
| 3Y | -13.5% | +15.1% | -28.5% | -20.5% |
| 5Y | +3.5% | -5.2% | +8.7% | +6.7% |
| 10Y | +245.3% | +23.3% | +222.0% | +199.3% |
| All | +2,304.1% | +189.7% | +2,114.5% | +1,153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling