+189.5%
LQD vs LEN
+358.4%
-168.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | 0.0% | -3.4% | +3.3% | +0.1% |
| 30D | -0.2% | -5.7% | +5.5% | 0.0% |
| 3M | -1.7% | -12.2% | +10.5% | -1.3% |
| 6M | -2.7% | -18.3% | +15.6% | -2.2% |
| YTD | -1.4% | -20.2% | +18.8% | -0.9% |
| 1Y | -1.0% | -40.1% | +39.1% | +0.4% |
| 3Y | +15.1% | -26.2% | +41.2% | +15.7% |
| 5Y | -5.2% | -9.8% | +4.6% | -5.4% |
| 10Y | +23.3% | +109.1% | -85.8% | +20.6% |
| All | +189.5% | +358.4% | -168.9% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling