+22.2%
LQD vs ENB
+92.6%
-70.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.1% |
| 7D | -1.1% | -4.7% | +3.6% | -0.7% |
| 30D | -1.3% | -5.9% | +4.6% | -0.7% |
| 3M | -3.2% | -14.2% | +11.0% | -1.9% |
| 6M | -2.1% | -8.6% | +6.5% | -1.4% |
| YTD | -2.4% | +3.9% | -6.2% | -2.9% |
| 1Y | -2.7% | +1.8% | -4.5% | -3.0% |
| 3Y | +14.2% | +68.5% | -54.3% | +8.1% |
| 5Y | -5.8% | +62.4% | -68.2% | -10.8% |
| All | +22.2% | +92.6% | -70.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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