-5.8%
LQD vs LEN
-13.7%
+7.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | -1.1% | -7.8% | +6.7% | -0.1% |
| 30D | -1.1% | -11.0% | +9.9% | +0.2% |
| 3M | -2.3% | -12.8% | +10.4% | -1.0% |
| 6M | -2.9% | -20.2% | +17.3% | -0.6% |
| YTD | -2.3% | -23.0% | +20.7% | +0.2% |
| 1Y | -2.2% | -41.8% | +39.6% | +3.8% |
| 3Y | +14.0% | -28.8% | +42.8% | +15.6% |
| 5Y | -5.8% | -12.6% | +6.8% | -9.7% |
| All | -5.8% | -13.7% | +7.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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