-6.0%
LQD vs ETN
+185.4%
-191.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.2% |
| 7D | -1.1% | +3.5% | -4.6% | -1.3% |
| 30D | -1.3% | -7.5% | +6.2% | -1.0% |
| 3M | -3.2% | +8.3% | -11.5% | -3.7% |
| 6M | -2.1% | +20.2% | -22.3% | -3.2% |
| YTD | -2.4% | +34.7% | -37.0% | -4.0% |
| 1Y | -2.7% | +19.4% | -22.1% | -3.8% |
| 3Y | +14.2% | +85.5% | -71.3% | +8.0% |
| All | -6.0% | +185.4% | -191.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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