+189.5%
LQD vs LNG
+62,271.4%
-62,081.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | 0.0% | -6.7% | +6.7% | 0.0% |
| 30D | -0.2% | +3.9% | -4.1% | -0.2% |
| 3M | -1.7% | +15.5% | -17.2% | -1.7% |
| 6M | -2.7% | +10.5% | -13.2% | -2.7% |
| YTD | -1.4% | +43.0% | -44.4% | -1.5% |
| 1Y | -1.0% | +18.9% | -19.9% | -1.1% |
| 3Y | +15.1% | +74.7% | -59.6% | +14.8% |
| 5Y | -5.2% | +231.2% | -236.4% | -5.5% |
| 10Y | +23.3% | +544.5% | -521.2% | +22.7% |
| All | +189.5% | +62,271.4% | -62,081.9% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling