+189.9%
LQD vs ENB
+1,949.5%
-1,759.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -0.6% | -0.2% | -0.4% | -0.6% |
| 3M | -1.2% | -7.5% | +6.3% | -0.8% |
| 6M | -1.9% | -4.1% | +2.2% | -1.7% |
| YTD | -1.3% | +9.8% | -11.1% | -1.9% |
| 1Y | -1.0% | +8.7% | -9.7% | -1.6% |
| 3Y | +15.2% | +79.0% | -63.7% | +11.0% |
| 5Y | -4.4% | +69.1% | -73.5% | -7.8% |
| 10Y | +22.6% | +96.5% | -73.9% | +15.9% |
| All | +189.9% | +1,949.5% | -1,759.6% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling