-6.0%
LQD vs LNG
+228.1%
-234.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -4.7% | +3.6% | -1.0% |
| 30D | -1.3% | +3.8% | -5.1% | -1.4% |
| 3M | -3.2% | +16.2% | -19.4% | -3.5% |
| 6M | -2.1% | +11.7% | -13.8% | -2.5% |
| YTD | -2.4% | +44.2% | -46.6% | -3.5% |
| 1Y | -2.7% | +18.6% | -21.2% | -3.2% |
| 3Y | +14.2% | +77.4% | -63.2% | +11.8% |
| All | -6.0% | +228.1% | -234.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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