+22.2%
LQD vs SHAK
+87.2%
-65.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.1% |
| 7D | -1.1% | -8.3% | +7.2% | -0.8% |
| 30D | -1.3% | -12.6% | +11.4% | -0.9% |
| 3M | -3.2% | +9.1% | -12.3% | -3.6% |
| 6M | -2.1% | -31.2% | +29.1% | -1.3% |
| YTD | -2.4% | -21.6% | +19.2% | -2.0% |
| 1Y | -2.7% | -38.8% | +36.1% | -1.6% |
| 3Y | +14.2% | +0.6% | +13.6% | +12.4% |
| 5Y | -5.8% | -22.5% | +16.7% | -7.5% |
| All | +22.2% | +87.2% | -65.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling