+27.1%
LQD vs SHAK
+31.3%
-4.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -1.1% | -11.0% | +9.9% | -0.8% |
| 30D | -1.1% | -14.0% | +12.9% | -0.8% |
| 3M | -2.3% | +13.3% | -15.6% | -2.7% |
| 6M | -2.9% | -35.3% | +32.4% | -2.1% |
| YTD | -2.3% | -24.0% | +21.7% | -1.9% |
| 1Y | -2.2% | -36.7% | +34.5% | -1.4% |
| 3Y | +14.0% | -5.4% | +19.4% | +12.9% |
| 5Y | -5.8% | -24.9% | +19.1% | -7.0% |
| 10Y | +22.2% | +79.6% | -57.4% | +18.7% |
| All | +27.1% | +31.3% | -4.2% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling