+189.5%
LQD vs LNT
+1,888.5%
-1,699.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -0.2% | -0.5% | +0.3% | -0.2% |
| 3M | -1.7% | -5.5% | +3.8% | -1.3% |
| 6M | -2.7% | -3.8% | +1.1% | -2.4% |
| YTD | -1.4% | +6.8% | -8.3% | -2.0% |
| 1Y | -1.0% | +9.3% | -10.3% | -1.8% |
| 3Y | +15.1% | +47.9% | -32.9% | +11.2% |
| 5Y | -5.2% | +31.6% | -36.8% | -7.8% |
| 10Y | +23.3% | +150.1% | -126.8% | +14.9% |
| All | +189.5% | +1,888.5% | -1,699.0% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling