+14.2%
LQD vs LNT
+46.9%
-32.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | -1.1% | -1.9% | +0.8% | -0.9% |
| 3M | -2.3% | -7.2% | +4.8% | -1.4% |
| 6M | -2.9% | -3.9% | +1.0% | -2.6% |
| YTD | -2.3% | +5.9% | -8.2% | -3.5% |
| 1Y | -2.2% | +8.4% | -10.5% | -3.8% |
| All | +14.2% | +46.9% | -32.7% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling